-33.4%
BABA vs FDS
-22.8%
-10.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +2.4% | -2.0% | +4.3% | +2.7% |
| 30D | -7.8% | +13.5% | -21.3% | -9.9% |
| 3M | -22.4% | +15.2% | -37.5% | -24.6% |
| 6M | -26.0% | +47.0% | -73.0% | -32.2% |
| YTD | -29.3% | +13.9% | -43.2% | -30.3% |
| 1Y | -37.5% | +25.2% | -62.7% | -40.7% |
| 3Y | +31.9% | -25.3% | +57.3% | +49.6% |
| 5Y | -33.4% | -23.3% | -10.1% | -35.6% |
| All | -33.4% | -22.8% | -10.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling