+877.5%
APP vs BABA
+30.4%
+847.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.6% |
| 7D | +48.9% | -3.6% | +52.5% | +50.5% |
| 30D | +49.4% | -8.4% | +57.8% | +52.8% |
| 3M | +27.0% | -20.6% | +47.6% | +33.7% |
| 6M | -15.4% | -25.4% | +10.0% | -10.4% |
| YTD | -39.9% | -30.1% | -9.8% | -35.4% |
| 1Y | -32.0% | -36.3% | +4.3% | -25.4% |
| All | +877.5% | +30.4% | +847.1% | +770.9% |
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