+17.1%
BABA vs APH
+894.6%
-877.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | -0.4% |
| 7D | +11.6% | -5.9% | +17.6% | +13.6% |
| 30D | +2.3% | -14.8% | +17.1% | +8.2% |
| 3M | -13.7% | -12.4% | -1.3% | -10.4% |
| 6M | -21.9% | +8.1% | -30.0% | -27.6% |
| YTD | -24.6% | +10.9% | -35.6% | -32.9% |
| 1Y | -34.1% | +8.8% | -42.9% | -41.0% |
| 3Y | +36.3% | +262.1% | -225.8% | -42.6% |
| 5Y | -26.7% | +283.1% | -309.9% | -70.5% |
| All | +17.1% | +894.6% | -877.5% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling