-47.9%
BABA vs FRMI
-91.8%
+43.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +13.8% | -20.9% | -7.2% |
| 7D | -12.7% | +34.6% | -47.3% | -13.1% |
| 30D | -14.9% | -44.6% | +29.7% | -13.6% |
| 3M | -24.6% | -72.9% | +48.3% | -22.1% |
| 6M | -29.3% | -62.3% | +33.0% | -28.9% |
| YTD | -35.0% | -74.3% | +39.2% | -33.7% |
| 1Y | -39.7% | -90.5% | +50.8% | -39.2% |
| All | -47.9% | -91.8% | +43.9% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling