-30.1%
BABA vs APD
+12.1%
-42.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.8% | -4.4% |
| 7D | +3.8% | -1.6% | +5.4% | +4.3% |
| 30D | -5.4% | +10.6% | -16.0% | -8.6% |
| 3M | -17.9% | +2.5% | -20.5% | -18.8% |
| 6M | -24.1% | +6.0% | -30.0% | -26.1% |
| YTD | -27.4% | +28.4% | -55.9% | -34.8% |
| 1Y | -36.1% | +22.2% | -58.2% | -41.6% |
| 3Y | +35.4% | +26.6% | +8.8% | +19.4% |
| 5Y | -30.1% | +11.8% | -41.9% | -36.6% |
| All | -30.1% | +12.1% | -42.2% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling