-17.5%
BABA vs APD
+4.3%
-21.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.6% | +2.3% |
| 7D | +8.6% | -0.7% | +9.3% | +8.5% |
| 30D | -1.1% | +10.1% | -11.2% | -0.3% |
| 3M | -15.9% | +4.9% | -20.8% | -15.7% |
| 6M | -17.5% | +2.5% | -20.0% | -16.4% |
| All | -17.5% | +4.3% | -21.8% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling