-31.3%
BABA vs APH
+120.4%
-151.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -47.8% | +47.1% | +11.0% |
| 7D | -2.6% | -48.7% | +46.1% | +9.4% |
| 30D | -11.9% | -51.9% | +40.0% | +1.0% |
| 3M | -9.3% | -43.6% | +34.3% | -2.8% |
| 6M | -14.2% | -37.5% | +23.3% | -12.7% |
| YTD | -22.0% | -38.6% | +16.6% | -21.8% |
| 1Y | -12.7% | -26.3% | +13.6% | -20.3% |
| 3Y | +26.7% | +89.2% | -62.5% | -41.2% |
| All | -31.3% | +120.4% | -151.7% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling