+16.0%
BABA vs APH
+1,060.9%
-1,044.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -4.8% | +5.0% | -9.7% | -6.8% |
| 30D | -11.9% | -3.9% | -8.0% | -10.8% |
| 3M | -9.3% | +13.0% | -22.2% | -15.5% |
| 6M | -14.2% | +25.2% | -39.4% | -24.9% |
| YTD | -22.0% | +22.9% | -45.0% | -32.7% |
| 1Y | -12.7% | +47.8% | -60.5% | -32.1% |
| 3Y | +26.7% | +283.0% | -256.4% | -46.9% |
| 5Y | -29.3% | +349.7% | -379.0% | -73.4% |
| All | +16.0% | +1,060.9% | -1,044.9% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling