-37.5%
BABA vs FLEX
+18.3%
-55.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -2.2% |
| 7D | +2.4% | -13.6% | +16.0% | +3.8% |
| 30D | -7.8% | -36.5% | +28.7% | -2.5% |
| 3M | -22.4% | -36.4% | +14.1% | -18.3% |
| 6M | -26.0% | -46.5% | +20.5% | -20.7% |
| YTD | -29.3% | +25.9% | -55.2% | -37.6% |
| 1Y | -37.5% | +19.6% | -57.1% | -44.3% |
| All | -37.5% | +18.3% | -55.8% | -44.3% |
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