+33.4%
AAPL vs BABA
-18.7%
+52.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | +1.0% | -12.3% | +13.3% | +2.6% |
| 3M | +5.0% | -5.3% | +10.3% | +5.2% |
| 6M | +23.0% | -13.1% | +36.1% | +24.4% |
| YTD | +16.6% | -22.4% | +39.1% | +19.6% |
| 1Y | +33.4% | -19.5% | +52.9% | +39.7% |
| All | +33.4% | -18.7% | +52.1% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling