+16.0%
BABA vs APA
+4.1%
+11.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.6% |
| 7D | -3.6% | +5.1% | -8.6% | -4.2% |
| 30D | -8.4% | +0.3% | -8.7% | -8.6% |
| 3M | -20.6% | +15.6% | -36.2% | -22.4% |
| 6M | -25.4% | +28.9% | -54.3% | -28.3% |
| YTD | -30.1% | +96.6% | -126.7% | -37.1% |
| 1Y | -36.3% | +95.5% | -131.8% | -42.7% |
| 3Y | +30.4% | +41.8% | -11.4% | +19.4% |
| 5Y | -35.7% | +85.4% | -121.1% | -44.0% |
| 10Y | +16.0% | +4.5% | +11.5% | -4.8% |
| All | +16.0% | +4.1% | +11.9% | -4.8% |
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