-37.1%
APP vs BABA
-36.6%
-0.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.7% | +8.5% | +6.0% |
| 7D | +79.2% | +3.8% | +75.3% | +77.6% |
| 30D | +48.0% | -5.4% | +53.4% | +49.9% |
| 3M | +18.2% | -17.9% | +36.2% | +23.2% |
| 6M | -12.5% | -24.1% | +11.6% | -9.1% |
| YTD | -39.2% | -27.4% | -11.7% | -32.8% |
| All | -37.1% | -36.6% | -0.5% | -26.1% |
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 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