-26.5%
BABA vs FIGR
-0.1%
-26.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -4.8% | -0.2% | -4.5% | -4.8% |
| 30D | -11.9% | +25.2% | -37.1% | -13.7% |
| 3M | -9.3% | +14.8% | -24.1% | -10.8% |
| 6M | -14.2% | +17.9% | -32.2% | -16.3% |
| YTD | -22.0% | -11.9% | -10.1% | -24.8% |
| All | -26.5% | -0.1% | -26.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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