+22.3%
BABA vs FLEX
+707.9%
-685.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.6% | +16.2% | +6.1% |
| 7D | +8.6% | -28.3% | +36.9% | +17.2% |
| 30D | -1.1% | -45.0% | +43.9% | +13.9% |
| 3M | -15.9% | -45.2% | +29.3% | -3.8% |
| 6M | -17.5% | -30.8% | +13.3% | -15.1% |
| YTD | -25.6% | +10.4% | -36.0% | -34.1% |
| 1Y | -33.8% | +2.3% | -36.1% | -40.4% |
| 3Y | +34.6% | +238.9% | -204.3% | -20.3% |
| 5Y | -27.7% | +386.0% | -413.7% | -62.3% |
| 10Y | +17.7% | +551.1% | -533.4% | -49.9% |
| All | +22.3% | +707.9% | -685.6% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling