-27.7%
BABA vs APD
+15.3%
-42.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.6% | +3.6% |
| 7D | +8.6% | -0.7% | +9.3% | +8.8% |
| 30D | -1.1% | +10.1% | -11.2% | -4.3% |
| 3M | -15.9% | +4.9% | -20.8% | -17.4% |
| 6M | -17.5% | +2.5% | -20.0% | -18.7% |
| YTD | -25.6% | +27.8% | -53.4% | -33.0% |
| 1Y | -33.8% | +32.9% | -66.7% | -41.7% |
| 3Y | +34.6% | +13.4% | +21.2% | +24.7% |
| 5Y | -27.7% | +12.8% | -40.5% | -35.8% |
| All | -27.7% | +15.3% | -42.9% | -35.8% |
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