+1,276.0%
AAPL vs BABA
+15.0%
+1,261.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +3.3% |
| 7D | +3.7% | +3.8% | -0.2% | +2.7% |
| 30D | +4.2% | -5.4% | +9.6% | +5.4% |
| 3M | +12.0% | -17.9% | +30.0% | +16.6% |
| 6M | +19.8% | -24.1% | +43.8% | +26.2% |
| YTD | +29.3% | -27.4% | +56.8% | +36.8% |
| 1Y | +31.1% | -36.1% | +67.2% | +42.7% |
| 3Y | +94.9% | +35.4% | +59.5% | +68.6% |
| 5Y | +138.1% | -30.1% | +168.2% | +134.5% |
| 10Y | +1,276.0% | +15.8% | +1,260.1% | +1,021.5% |
| All | +1,276.0% | +15.0% | +1,261.0% | +1,021.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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