-35.3%
BABA vs FRMI
-93.1%
+57.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -10.6% | +15.5% | +5.3% |
| 7D | +4.3% | -39.7% | +44.0% | +6.1% |
| 30D | -5.0% | -55.2% | +50.2% | -2.4% |
| 3M | -18.4% | -71.2% | +52.8% | -14.9% |
| 6M | -20.3% | -64.1% | +43.8% | -20.0% |
| YTD | -27.5% | -77.2% | +49.7% | -25.3% |
| 1Y | -35.3% | -93.2% | +57.8% | -29.8% |
| All | -35.3% | -93.1% | +57.8% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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