+11.7%
BABA vs APA
+8.7%
+3.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -13.8% | +8.5% | -22.3% | -14.7% |
| 30D | -15.1% | +2.8% | -17.9% | -15.6% |
| 3M | -22.7% | +21.7% | -44.5% | -24.9% |
| 6M | -34.7% | +32.6% | -67.3% | -37.4% |
| YTD | -35.0% | +103.7% | -138.7% | -41.8% |
| 1Y | -40.4% | +101.8% | -142.2% | -46.6% |
| 3Y | +21.9% | +48.1% | -26.1% | +11.0% |
| 5Y | -39.9% | +91.9% | -131.8% | -47.8% |
| All | +11.7% | +8.7% | +3.0% | -8.1% |
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