-37.0%
APP vs BABA
-34.6%
-2.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.6% | +9.4% |
| 7D | +71.2% | +11.6% | +59.6% | +66.5% |
| 30D | +39.1% | +2.3% | +36.8% | +38.0% |
| 3M | +16.5% | -13.7% | +30.2% | +19.8% |
| 6M | -16.6% | -21.9% | +5.4% | -14.0% |
| YTD | -41.9% | -24.6% | -17.3% | -36.5% |
| 1Y | -37.0% | -34.1% | -2.9% | -26.2% |
| All | -37.0% | -34.6% | -2.4% | -26.2% |
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