+500.0%
APP vs BABA
-51.5%
+551.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.6% | +9.4% |
| 7D | +71.2% | +11.6% | +59.6% | +65.2% |
| 30D | +39.1% | +2.3% | +36.8% | +38.3% |
| 3M | +16.5% | -13.7% | +30.2% | +22.7% |
| 6M | -16.6% | -21.9% | +5.4% | -10.0% |
| YTD | -41.9% | -24.6% | -17.3% | -37.0% |
| 1Y | -37.0% | -34.1% | -2.9% | -28.3% |
| 3Y | +892.4% | +36.3% | +856.2% | +695.7% |
| 5Y | +297.3% | -26.7% | +324.0% | +294.2% |
| All | +500.0% | -51.5% | +551.6% | +580.1% |
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