-9.6%
BABA vs FIG
-78.3%
+68.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -16.7% | +19.3% | +3.5% |
| 7D | +8.6% | -17.4% | +26.0% | +9.5% |
| 30D | -1.1% | -15.9% | +14.8% | -0.4% |
| 3M | -15.9% | -34.5% | +18.6% | -14.4% |
| 6M | -17.5% | -5.0% | -12.5% | -18.6% |
| YTD | -25.6% | -50.7% | +25.1% | -22.5% |
| 1Y | -33.8% | -58.1% | +24.3% | -30.0% |
| All | -9.6% | -78.3% | +68.7% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling