+28.2%
BABA vs APA
-41.3%
+69.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.7% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | -11.9% | +23.4% | -35.3% | -14.4% |
| 3M | -9.3% | +12.7% | -22.0% | -10.9% |
| 6M | -14.2% | +39.4% | -53.7% | -19.0% |
| YTD | -22.0% | +79.0% | -101.0% | -29.1% |
| 1Y | -12.7% | +88.8% | -101.5% | -21.4% |
| 3Y | +26.7% | +6.4% | +20.3% | +20.4% |
| 5Y | -29.3% | +153.0% | -182.3% | -41.0% |
| 10Y | +21.2% | +7.5% | +13.7% | +0.8% |
| All | +28.2% | -41.3% | +69.4% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling