-39.6%
BABA vs FRMI
-93.8%
+54.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.2% |
| 7D | +11.6% | -39.8% | +51.5% | +12.9% |
| 30D | +2.3% | -60.5% | +62.7% | +4.5% |
| 3M | -13.7% | -74.6% | +60.9% | -10.9% |
| 6M | -21.9% | -71.8% | +49.9% | -21.0% |
| YTD | -24.6% | -80.4% | +55.7% | -22.7% |
| 1Y | -34.1% | -93.9% | +59.8% | -33.6% |
| All | -39.6% | -93.8% | +54.2% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling