+120.0%
ADBE vs BABA
+15.0%
+105.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | 0.0% |
| 7D | -5.6% | +3.8% | -9.4% | -6.5% |
| 30D | -2.0% | -5.4% | +3.3% | -0.9% |
| 3M | -10.5% | -17.9% | +7.4% | -6.8% |
| 6M | -6.2% | -24.1% | +17.9% | -1.0% |
| YTD | -32.2% | -27.4% | -4.7% | -28.4% |
| 1Y | -27.4% | -36.1% | +8.7% | -21.0% |
| 3Y | -58.9% | +35.4% | -94.3% | -65.5% |
| 5Y | -64.5% | -30.1% | -34.4% | -65.4% |
| 10Y | +120.0% | +15.8% | +104.2% | +69.7% |
| All | +120.0% | +15.0% | +105.0% | +69.7% |
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