+34.5%
BABA vs APA
+21.0%
+13.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.8% |
| 7D | +8.6% | -15.6% | +24.2% | +10.2% |
| 30D | -1.1% | -0.9% | -0.2% | -1.4% |
| 3M | -15.9% | +26.1% | -42.0% | -18.6% |
| 6M | -17.5% | +6.1% | -23.6% | -18.7% |
| YTD | -25.6% | +82.8% | -108.4% | -34.3% |
| 1Y | -33.8% | +106.5% | -140.3% | -43.0% |
| All | +34.5% | +21.0% | +13.5% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling