-35.3%
BABA vs FLEX
+23.4%
-58.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -12.3% | +17.2% | +6.5% |
| 7D | +4.3% | -17.0% | +21.3% | +6.6% |
| 30D | -5.0% | -33.8% | +28.9% | 0.0% |
| 3M | -18.4% | -39.0% | +20.7% | -13.3% |
| 6M | -20.3% | -15.9% | -4.4% | -22.6% |
| YTD | -27.5% | +27.8% | -55.3% | -35.5% |
| 1Y | -35.3% | +25.0% | -60.3% | -41.9% |
| All | -35.3% | +23.4% | -58.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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