+36.3%
BABA vs FDX
+64.2%
-27.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.8% |
| 7D | +11.6% | -1.6% | +13.3% | +11.9% |
| 30D | +2.3% | +6.6% | -4.3% | +1.0% |
| 3M | -13.7% | -2.1% | -11.6% | -13.5% |
| 6M | -21.9% | +2.2% | -24.1% | -22.7% |
| YTD | -24.6% | +33.9% | -58.6% | -30.5% |
| 1Y | -34.1% | +50.2% | -84.3% | -41.0% |
| 3Y | +36.3% | +65.5% | -29.3% | +3.8% |
| All | +36.3% | +64.2% | -27.9% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling