-31.3%
BABA vs FIVE
+31.2%
-62.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.1% |
| 7D | -4.8% | +4.3% | -9.0% | -5.7% |
| 30D | -11.9% | +12.5% | -24.4% | -14.6% |
| 3M | -9.3% | +31.2% | -40.5% | -15.3% |
| 6M | -14.2% | +14.4% | -28.6% | -18.1% |
| YTD | -22.0% | +33.9% | -55.9% | -28.4% |
| 1Y | -12.7% | +65.1% | -77.8% | -24.1% |
| 3Y | +26.7% | +49.0% | -22.3% | +9.0% |
| All | -31.3% | +31.2% | -62.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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