+133.0%
AAPL vs BABA
-28.1%
+161.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.7% | +11.6% | -12.3% | -2.3% |
| 30D | +1.7% | +2.3% | -0.6% | +1.2% |
| 3M | +9.7% | -13.7% | +23.4% | +11.9% |
| 6M | +19.3% | -21.9% | +41.2% | +23.1% |
| YTD | +26.3% | -24.6% | +50.9% | +30.5% |
| 1Y | +27.4% | -34.1% | +61.5% | +34.3% |
| 3Y | +93.6% | +36.3% | +57.4% | +77.5% |
| All | +133.0% | -28.1% | +161.1% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling