-20.3%
BABA vs APH
+10.5%
-30.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.2% | +11.1% | +4.9% |
| 7D | +4.3% | -2.4% | +6.7% | +4.2% |
| 30D | -5.0% | -9.5% | +4.5% | -5.1% |
| 3M | -18.4% | -7.6% | -10.7% | -18.3% |
| 6M | -20.3% | +12.4% | -32.7% | -20.0% |
| All | -20.3% | +10.5% | -30.8% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling