-39.8%
BABA vs FLR
+112.0%
-151.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -13.8% | +5.4% | -19.1% | -14.7% |
| 30D | -15.1% | +2.8% | -17.9% | -15.8% |
| 3M | -22.7% | -6.4% | -16.3% | -22.1% |
| 6M | -34.7% | +8.8% | -43.4% | -36.9% |
| YTD | -35.0% | +23.6% | -58.6% | -39.4% |
| 1Y | -40.4% | +13.8% | -54.2% | -43.6% |
| 3Y | +21.9% | +36.5% | -14.6% | +4.1% |
| All | -39.8% | +112.0% | -151.8% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling