+28.2%
BABA vs FDS
+174.0%
-145.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.3% |
| 7D | -4.8% | -1.9% | -2.9% | -4.3% |
| 30D | -11.9% | +9.0% | -20.9% | -14.4% |
| 3M | -9.3% | +18.9% | -28.1% | -15.0% |
| 6M | -14.2% | +35.1% | -49.4% | -24.3% |
| YTD | -22.0% | +5.5% | -27.5% | -25.1% |
| 1Y | -12.7% | -16.8% | +4.1% | -8.6% |
| 3Y | +26.7% | -28.1% | +54.7% | +38.2% |
| 5Y | -29.3% | -17.4% | -11.9% | -28.6% |
| 10Y | +21.2% | +85.4% | -64.2% | -23.1% |
| All | +28.2% | +174.0% | -145.8% | -39.6% |
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