+17.1%
BABA vs APD
+185.9%
-168.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +11.6% | -3.7% | +15.3% | +13.2% |
| 30D | +2.3% | +9.6% | -7.3% | -1.3% |
| 3M | -13.7% | +1.6% | -15.3% | -14.5% |
| 6M | -21.9% | +2.2% | -24.1% | -23.2% |
| YTD | -24.6% | +25.9% | -50.5% | -32.2% |
| 1Y | -34.1% | +20.1% | -54.2% | -39.9% |
| 3Y | +36.3% | +12.4% | +23.9% | +24.6% |
| 5Y | -26.7% | +11.1% | -37.9% | -34.1% |
| All | +17.1% | +185.9% | -168.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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