+446.2%
APP vs BABA
-52.2%
+498.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +2.6% | +28.4% | +30.1% |
| 7D | +39.7% | +8.6% | +31.1% | +36.1% |
| 30D | +27.7% | -1.1% | +28.8% | +28.5% |
| 3M | -14.8% | -15.9% | +1.2% | -9.4% |
| 6M | -25.5% | -17.5% | -8.0% | -21.4% |
| YTD | -47.2% | -25.6% | -21.6% | -42.4% |
| 1Y | -42.3% | -33.8% | -8.5% | -34.4% |
| 3Y | +806.8% | +34.6% | +772.2% | +629.9% |
| 5Y | +261.6% | -27.7% | +289.3% | +260.3% |
| All | +446.2% | -52.2% | +498.3% | +521.7% |
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