+803.3%
APP vs BABA
+32.7%
+770.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +2.6% | +28.4% | +30.4% |
| 7D | +39.7% | +8.6% | +31.1% | +37.3% |
| 30D | +27.7% | -1.1% | +28.8% | +28.1% |
| 3M | -14.8% | -15.9% | +1.2% | -11.4% |
| 6M | -25.5% | -17.5% | -8.0% | -23.1% |
| YTD | -47.2% | -25.6% | -21.6% | -44.0% |
| 1Y | -42.3% | -33.8% | -8.5% | -37.3% |
| All | +803.3% | +32.7% | +770.7% | +700.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling