-34.1%
BABA vs FIG
-58.9%
+24.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.2% |
| 7D | +11.6% | -13.1% | +24.8% | +12.0% |
| 30D | +2.3% | -13.0% | +15.3% | +2.5% |
| 3M | -13.7% | -21.5% | +7.8% | -13.4% |
| 6M | -21.9% | -2.5% | -19.4% | -22.7% |
| YTD | -24.6% | -49.7% | +25.0% | -22.1% |
| 1Y | -34.1% | -59.1% | +25.0% | -30.1% |
| All | -34.1% | -58.9% | +24.8% | -30.1% |
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