+35.4%
BABA vs FIS
-41.8%
+77.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.4% | -3.6% |
| 7D | +3.8% | -29.4% | +33.2% | +7.0% |
| 30D | -5.4% | -16.7% | +11.4% | -5.1% |
| 3M | -17.9% | -33.0% | +15.0% | -14.9% |
| 6M | -24.1% | -33.3% | +9.3% | -21.5% |
| YTD | -27.4% | -56.0% | +28.6% | -17.7% |
| 1Y | -36.1% | -54.6% | +18.5% | -28.1% |
| 3Y | +35.4% | -40.6% | +76.0% | +38.3% |
| All | +35.4% | -41.8% | +77.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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