+15.8%
BABA vs APA
+0.9%
+15.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +3.8% | -8.7% | +12.6% | +4.9% |
| 30D | -5.4% | -2.4% | -3.0% | -5.3% |
| 3M | -17.9% | +19.0% | -36.9% | -20.1% |
| 6M | -24.1% | +26.8% | -50.9% | -26.9% |
| YTD | -27.4% | +87.3% | -114.8% | -34.4% |
| 1Y | -36.1% | +92.3% | -128.4% | -42.4% |
| 3Y | +35.4% | +37.3% | -1.9% | +24.4% |
| 5Y | -30.1% | +73.2% | -103.3% | -38.6% |
| 10Y | +15.8% | -0.9% | +16.7% | -4.7% |
| All | +15.8% | +0.9% | +15.0% | -4.7% |
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