+391.7%
APP vs BABA
-49.9%
+441.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | +0.9% | -4.8% | +5.6% | +2.6% |
| 30D | -23.3% | -11.9% | -11.4% | -19.9% |
| 3M | -42.6% | -9.3% | -33.4% | -40.9% |
| 6M | -33.6% | -14.2% | -19.4% | -31.1% |
| YTD | -52.4% | -22.0% | -30.4% | -49.1% |
| 1Y | -35.9% | -12.7% | -23.2% | -34.7% |
| 3Y | +642.2% | +26.7% | +615.6% | +513.0% |
| 5Y | +311.1% | -29.3% | +340.4% | +306.3% |
| All | +391.7% | -49.9% | +441.5% | +449.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling