-24.9%
BABA vs FLR
+33.3%
-58.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.5% |
| 7D | -2.2% | -3.1% | +1.0% | -1.8% |
| 30D | -17.3% | +4.9% | -22.3% | -17.9% |
| 3M | -7.8% | +10.8% | -18.6% | -9.9% |
| 6M | -16.8% | +19.7% | -36.4% | -20.4% |
| YTD | -24.7% | +38.4% | -63.0% | -29.4% |
| 1Y | -24.9% | +34.7% | -59.6% | -29.1% |
| All | -24.9% | +33.3% | -58.3% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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