-27.7%
BABA vs FIVE
+15.3%
-42.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +3.6% |
| 7D | +8.6% | -1.7% | +10.3% | +8.9% |
| 30D | -1.1% | +14.9% | -16.0% | -4.2% |
| 3M | -15.9% | +7.6% | -23.5% | -17.9% |
| 6M | -17.5% | +6.4% | -24.0% | -19.7% |
| YTD | -25.6% | +28.1% | -53.7% | -31.1% |
| 1Y | -33.8% | +54.7% | -88.5% | -41.6% |
| 3Y | +34.6% | +36.1% | -1.4% | +19.6% |
| 5Y | -27.7% | +14.9% | -42.5% | -39.5% |
| All | -27.7% | +15.3% | -42.9% | -39.5% |
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