+22.3%
BABA vs APA
-40.0%
+62.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.9% |
| 7D | +8.6% | -15.6% | +24.2% | +10.8% |
| 30D | -1.1% | -0.9% | -0.2% | -1.3% |
| 3M | -15.9% | +26.1% | -42.0% | -18.8% |
| 6M | -17.5% | +6.1% | -23.6% | -18.9% |
| YTD | -25.6% | +82.8% | -108.4% | -32.8% |
| 1Y | -33.8% | +106.5% | -140.3% | -41.3% |
| 3Y | +34.6% | +21.9% | +12.7% | +25.3% |
| 5Y | -27.7% | +69.7% | -97.3% | -36.7% |
| 10Y | +17.7% | 0.0% | +17.7% | -1.0% |
| All | +22.3% | -40.0% | +62.3% | +10.8% |
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 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