+0.3%
BABA vs APLD
+239.8%
-239.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +0.3% |
| 7D | -13.8% | +2.7% | -16.5% | -13.9% |
| 30D | -15.1% | -21.4% | +6.3% | -14.3% |
| 3M | -22.7% | -47.8% | +25.1% | -20.3% |
| 6M | -34.7% | -64.9% | +30.2% | -31.5% |
| YTD | -35.0% | -34.9% | -0.2% | -34.8% |
| 1Y | -40.4% | -30.7% | -9.7% | -40.6% |
| 3Y | +21.9% | +305.3% | -283.4% | +3.5% |
| All | +0.3% | +239.8% | -239.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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