-27.7%
BABA vs FN
+148.3%
-175.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.2% | +16.9% | +4.4% |
| 7D | +8.6% | -16.0% | +24.5% | +10.5% |
| 30D | -1.1% | -40.1% | +39.0% | +5.1% |
| 3M | -15.9% | -43.9% | +28.0% | -10.7% |
| 6M | -17.5% | -55.6% | +38.1% | -10.3% |
| YTD | -25.6% | -35.7% | +10.1% | -24.4% |
| 1Y | -33.8% | -39.8% | +6.0% | -32.4% |
| 3Y | +34.6% | +80.3% | -45.7% | +2.2% |
| 5Y | -27.7% | +143.3% | -170.9% | -57.3% |
| All | -27.7% | +148.3% | -175.9% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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