+152.5%
ADBE vs BABA
+17.5%
+135.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -3.0% | -12.3% | +9.3% | -0.2% |
| 3M | +5.0% | -5.3% | +10.3% | +5.8% |
| 6M | -9.3% | -13.1% | +3.8% | -7.4% |
| YTD | -26.5% | -22.4% | -4.1% | -23.3% |
| 1Y | -28.3% | -19.5% | -8.8% | -26.7% |
| 3Y | -54.1% | +32.9% | -87.0% | -61.1% |
| 5Y | -61.2% | -29.9% | -31.3% | -62.0% |
| 10Y | +152.5% | +16.7% | +135.8% | +88.1% |
| All | +152.5% | +17.5% | +135.1% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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