+17.1%
BABA vs APA
0.0%
+17.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +1.0% |
| 7D | +11.6% | -15.5% | +27.1% | +13.8% |
| 30D | +2.3% | +2.4% | -0.1% | +1.7% |
| 3M | -13.7% | +22.8% | -36.5% | -16.2% |
| 6M | -21.9% | +17.9% | -39.8% | -24.1% |
| YTD | -24.6% | +87.7% | -112.3% | -31.8% |
| 1Y | -34.1% | +94.2% | -128.3% | -40.7% |
| 3Y | +36.3% | +27.2% | +9.0% | +26.5% |
| 5Y | -26.7% | +74.1% | -100.9% | -35.6% |
| All | +17.1% | 0.0% | +17.0% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling