+14.9%
BABA vs FIS
-34.0%
+48.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -3.2% |
| 7D | -3.6% | +1.5% | -5.1% | -4.1% |
| 30D | -8.4% | -11.8% | +3.5% | -6.9% |
| 3M | -20.6% | -28.5% | +7.9% | -13.8% |
| 6M | -25.4% | -27.0% | +1.7% | -20.2% |
| YTD | -30.1% | -53.1% | +23.0% | -13.0% |
| 1Y | -36.3% | -52.8% | +16.5% | -20.9% |
| 3Y | +30.4% | -37.5% | +67.9% | +41.6% |
| 5Y | -35.7% | -71.1% | +35.3% | -8.5% |
| 10Y | +16.0% | -52.0% | +68.0% | +24.8% |
| All | +14.9% | -34.0% | +48.9% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling