+15.6%
BABA vs APH
+855.3%
-839.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.3% | +12.0% | +6.4% |
| 7D | +8.6% | -12.7% | +21.3% | +13.9% |
| 30D | -1.1% | -19.2% | +18.1% | +7.0% |
| 3M | -15.9% | -16.7% | +0.8% | -10.9% |
| 6M | -17.5% | +5.1% | -22.7% | -22.7% |
| YTD | -25.6% | +6.6% | -32.2% | -32.6% |
| 1Y | -33.8% | +3.9% | -37.7% | -39.6% |
| 3Y | +34.6% | +246.0% | -211.4% | -42.2% |
| 5Y | -27.7% | +268.0% | -295.6% | -70.4% |
| All | +15.6% | +855.3% | -839.7% | -74.9% |
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