-35.3%
BABA vs FIG
-52.3%
+16.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +4.7% |
| 7D | +4.3% | -4.7% | +8.9% | +4.4% |
| 30D | -5.0% | +0.5% | -5.5% | -5.1% |
| 3M | -18.4% | -18.4% | 0.0% | -18.1% |
| 6M | -20.3% | +10.9% | -31.1% | -21.2% |
| YTD | -27.5% | -40.8% | +13.3% | -25.1% |
| 1Y | -35.3% | -51.7% | +16.4% | -31.0% |
| All | -35.3% | -52.3% | +16.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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