-33.4%
BABA vs FIVE
+18.8%
-52.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +2.4% | +7.3% | -5.0% | +0.6% |
| 30D | -7.8% | +18.1% | -25.8% | -11.3% |
| 3M | -22.4% | +7.7% | -30.1% | -24.1% |
| 6M | -26.0% | +13.6% | -39.6% | -29.1% |
| YTD | -29.3% | +34.6% | -63.9% | -35.3% |
| 1Y | -37.5% | +66.2% | -103.8% | -45.8% |
| 3Y | +31.9% | +43.5% | -11.6% | +15.6% |
| 5Y | -33.4% | +20.7% | -54.1% | -44.8% |
| All | -33.4% | +18.8% | -52.2% | -44.8% |
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