+28.2%
BABA vs FLR
-11.4%
+39.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | -4.8% | +5.4% | -10.2% | -5.5% |
| 30D | -11.9% | +11.4% | -23.3% | -13.5% |
| 3M | -9.3% | +11.4% | -20.7% | -11.1% |
| 6M | -14.2% | +16.6% | -30.9% | -16.9% |
| YTD | -22.0% | +41.7% | -63.7% | -26.4% |
| 1Y | -12.7% | +35.4% | -48.1% | -17.4% |
| 3Y | +26.7% | +57.3% | -30.7% | +15.1% |
| 5Y | -29.3% | +241.0% | -270.3% | -42.0% |
| 10Y | +21.2% | +16.6% | +4.6% | +16.5% |
| All | +28.2% | -11.4% | +39.5% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling