+21.9%
BABA vs FLR
+37.2%
-15.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.2% | -4.9% | -6.7% |
| 7D | -12.7% | +10.1% | -22.8% | -14.0% |
| 30D | -14.9% | -0.5% | -14.4% | -15.0% |
| 3M | -24.6% | -4.8% | -19.8% | -24.3% |
| 6M | -29.3% | +10.7% | -40.1% | -31.5% |
| YTD | -35.0% | +25.0% | -60.0% | -38.9% |
| 1Y | -39.7% | +8.3% | -48.0% | -41.9% |
| All | +21.9% | +37.2% | -15.3% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling