-35.3%
BABA vs FDX
+65.6%
-101.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.3% | +4.8% |
| 7D | +4.3% | +8.1% | -3.9% | +4.1% |
| 30D | -5.0% | +13.9% | -18.9% | -5.1% |
| 3M | -18.4% | +5.5% | -23.9% | -18.4% |
| 6M | -20.3% | +15.1% | -35.4% | -20.9% |
| YTD | -27.5% | +43.2% | -70.7% | -27.4% |
| 1Y | -35.3% | +65.0% | -100.4% | -30.7% |
| All | -35.3% | +65.6% | -101.0% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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