-40.4%
BABA vs FLEX
+20.5%
-61.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.5% |
| 7D | -13.8% | +7.5% | -21.2% | -14.5% |
| 30D | -15.1% | -25.3% | +10.2% | -12.3% |
| 3M | -22.7% | -39.7% | +16.9% | -18.0% |
| 6M | -34.7% | -47.9% | +13.2% | -29.7% |
| YTD | -35.0% | +24.1% | -59.1% | -43.0% |
| 1Y | -40.4% | +26.0% | -66.4% | -47.5% |
| All | -40.4% | +20.5% | -61.0% | -47.5% |
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