+22.3%
BABA vs FDX
+192.1%
-169.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.5% | +4.0% |
| 7D | +8.6% | +2.9% | +5.7% | +7.4% |
| 30D | -1.1% | +9.6% | -10.7% | -4.3% |
| 3M | -15.9% | +2.4% | -18.3% | -16.9% |
| 6M | -17.5% | +9.2% | -26.8% | -20.9% |
| YTD | -25.6% | +37.7% | -63.3% | -34.9% |
| 1Y | -33.8% | +56.1% | -89.9% | -44.9% |
| 3Y | +34.6% | +68.9% | -34.3% | +4.8% |
| 5Y | -27.7% | +79.0% | -106.6% | -46.5% |
| 10Y | +17.7% | +163.9% | -146.2% | -29.5% |
| All | +22.3% | +192.1% | -169.8% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling