+28.2%
BABA vs FIS
-9.5%
+37.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -4.8% | +1.1% | -5.8% | -5.1% |
| 30D | -11.9% | -2.2% | -9.7% | -11.5% |
| 3M | -9.3% | +2.1% | -11.4% | -10.7% |
| 6M | -14.2% | -14.7% | +0.4% | -10.6% |
| YTD | -22.0% | -35.7% | +13.7% | -10.2% |
| 1Y | -12.7% | -37.1% | +24.4% | +1.1% |
| 3Y | +26.7% | -20.0% | +46.7% | +30.4% |
| 5Y | -29.3% | -62.1% | +32.8% | -5.7% |
| 10Y | +21.2% | -37.4% | +58.6% | +22.8% |
| All | +28.2% | -9.5% | +37.7% | +8.1% |
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