-28.3%
BABA vs FIS
-71.2%
+42.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | +11.6% | -25.5% | +37.1% | +18.8% |
| 30D | +2.3% | -15.1% | +17.3% | +4.3% |
| 3M | -13.7% | -32.1% | +18.4% | -6.0% |
| 6M | -21.9% | -36.1% | +14.2% | -13.9% |
| YTD | -24.6% | -55.4% | +30.7% | -6.2% |
| 1Y | -34.1% | -53.9% | +19.8% | -19.0% |
| 3Y | +36.3% | -39.8% | +76.0% | +46.0% |
| All | -28.3% | -71.2% | +42.9% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling