-32.6%
BABA vs FPS
-13.1%
-19.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +16.0% | -19.7% | -4.0% |
| 7D | +3.8% | -8.0% | +11.8% | +3.8% |
| 30D | -5.4% | -43.5% | +38.2% | -2.9% |
| 3M | -17.9% | -41.6% | +23.7% | -16.2% |
| 6M | -24.1% | -44.0% | +20.0% | -22.9% |
| All | -32.6% | -13.1% | -19.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling