+0.8%
BABA vs FND
+69.4%
-68.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.6% | +7.7% | +3.9% | +9.7% |
| 30D | +2.3% | +11.9% | -9.6% | -0.6% |
| 3M | -13.7% | -14.6% | +0.9% | -11.1% |
| 6M | -21.9% | +0.5% | -22.4% | -23.4% |
| YTD | -24.6% | -15.8% | -8.8% | -23.4% |
| 1Y | -34.1% | -12.9% | -21.2% | -33.7% |
| 3Y | +36.3% | -34.2% | +70.4% | +40.1% |
| 5Y | -26.7% | -61.6% | +34.8% | -18.6% |
| All | +0.8% | +69.4% | -68.7% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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