+35.4%
BABA vs FDS
-24.3%
+59.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.7% |
| 7D | +3.8% | -5.0% | +8.8% | +4.0% |
| 30D | -5.4% | +13.8% | -19.1% | -5.8% |
| 3M | -17.9% | +14.8% | -32.8% | -18.4% |
| 6M | -24.1% | +47.4% | -71.4% | -25.2% |
| YTD | -27.4% | +14.2% | -41.6% | -25.6% |
| 1Y | -36.1% | +26.6% | -62.7% | -35.7% |
| 3Y | +35.4% | -24.4% | +59.8% | +49.8% |
| All | +35.4% | -24.3% | +59.7% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling