+28.2%
BABA vs APD
+226.1%
-197.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.7% |
| 7D | -4.8% | -2.2% | -2.5% | -4.0% |
| 30D | -11.9% | +2.1% | -14.0% | -12.7% |
| 3M | -9.3% | +7.2% | -16.4% | -12.3% |
| 6M | -14.2% | +11.2% | -25.5% | -18.6% |
| YTD | -22.0% | +24.4% | -46.4% | -29.6% |
| 1Y | -12.7% | +6.7% | -19.4% | -16.4% |
| 3Y | +26.7% | +9.2% | +17.4% | +17.1% |
| 5Y | -29.3% | +27.4% | -56.7% | -40.0% |
| 10Y | +21.2% | +164.8% | -143.6% | -30.8% |
| All | +28.2% | +226.1% | -197.9% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling