-21.0%
BABA vs FIG
-77.1%
+56.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | -13.8% | +3.4% | -17.2% | -13.9% |
| 30D | -15.1% | -9.5% | -5.7% | -14.8% |
| 3M | -22.7% | -26.2% | +3.4% | -21.8% |
| 6M | -34.7% | +2.7% | -37.4% | -35.8% |
| YTD | -35.0% | -48.0% | +12.9% | -32.5% |
| 1Y | -40.4% | -52.0% | +11.6% | -37.6% |
| All | -21.0% | -77.1% | +56.1% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling