+22.3%
BABA vs FDS
+208.9%
-186.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +8.6% | +6.4% | +2.2% | +6.6% |
| 30D | -1.1% | +25.2% | -26.3% | -7.8% |
| 3M | -15.9% | +22.9% | -38.8% | -21.6% |
| 6M | -17.5% | +56.5% | -74.1% | -30.3% |
| YTD | -25.6% | +19.0% | -44.5% | -31.4% |
| 1Y | -33.8% | +32.7% | -66.5% | -41.9% |
| 3Y | +34.6% | -20.4% | +55.0% | +42.3% |
| 5Y | -27.7% | -19.6% | -8.1% | -25.2% |
| 10Y | +17.7% | +148.5% | -130.8% | -36.1% |
| All | +22.3% | +208.9% | -186.6% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling