-34.1%
BABA vs FLR
-1.9%
-32.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.1% | +0.9% |
| 7D | +11.6% | -0.8% | +12.4% | +11.6% |
| 30D | +2.3% | -9.1% | +11.4% | +3.3% |
| 3M | -13.7% | -4.7% | -9.0% | -14.1% |
| 6M | -21.9% | -14.2% | -7.7% | -21.1% |
| YTD | -24.6% | +17.3% | -41.9% | -28.6% |
| 1Y | -34.1% | +4.3% | -38.4% | -37.7% |
| All | -34.1% | -1.9% | -32.2% | -37.7% |
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