-41.8%
BABA vs FRMI
-93.4%
+51.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.7% | -9.5% | -3.8% |
| 7D | +3.8% | -24.7% | +28.5% | +4.4% |
| 30D | -5.4% | -51.6% | +46.2% | -3.9% |
| 3M | -17.9% | -73.1% | +55.2% | -15.4% |
| 6M | -24.1% | -68.3% | +44.2% | -23.6% |
| YTD | -27.4% | -79.3% | +51.8% | -25.7% |
| 1Y | -36.1% | -93.2% | +57.1% | -35.5% |
| All | -41.8% | -93.4% | +51.6% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling