-35.3%
BABA vs APA
+107.6%
-143.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.9% | +11.8% | +4.3% |
| 7D | +4.3% | -13.0% | +17.2% | +3.2% |
| 30D | -5.0% | +2.0% | -6.9% | -5.1% |
| 3M | -18.4% | +24.9% | -43.3% | -17.4% |
| 6M | -20.3% | +7.2% | -27.4% | -20.0% |
| YTD | -27.5% | +87.1% | -114.6% | -34.8% |
| 1Y | -35.3% | +107.2% | -142.5% | -43.3% |
| All | -35.3% | +107.6% | -143.0% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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