+22.3%
BABA vs FIVE
+469.5%
-447.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +3.5% |
| 7D | +8.6% | -1.7% | +10.3% | +8.9% |
| 30D | -1.1% | +14.9% | -16.0% | -3.9% |
| 3M | -15.9% | +7.6% | -23.5% | -17.7% |
| 6M | -17.5% | +6.4% | -24.0% | -19.5% |
| YTD | -25.6% | +28.1% | -53.7% | -30.4% |
| 1Y | -33.8% | +54.7% | -88.5% | -40.6% |
| 3Y | +34.6% | +36.1% | -1.4% | +17.7% |
| 5Y | -27.7% | +14.9% | -42.5% | -36.7% |
| 10Y | +17.7% | +578.8% | -561.1% | -28.8% |
| All | +22.3% | +469.5% | -447.2% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling