+34.5%
BABA vs FDX
+68.8%
-34.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.5% | +3.4% |
| 7D | +8.6% | +2.9% | +5.7% | +7.9% |
| 30D | -1.1% | +9.6% | -10.7% | -2.8% |
| 3M | -15.9% | +2.4% | -18.3% | -16.4% |
| 6M | -17.5% | +9.2% | -26.8% | -19.5% |
| YTD | -25.6% | +37.7% | -63.3% | -31.7% |
| 1Y | -33.8% | +56.1% | -89.9% | -41.2% |
| All | +34.5% | +68.8% | -34.3% | +1.9% |
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