+129.2%
ADBE vs BABA
+14.9%
+114.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | -4.4% | -3.6% | -0.8% | -3.6% |
| 30D | -0.2% | -8.4% | +8.1% | +1.7% |
| 3M | -9.9% | -20.6% | +10.7% | -5.4% |
| 6M | -3.5% | -25.4% | +21.9% | +2.2% |
| YTD | -32.1% | -30.1% | -2.0% | -27.7% |
| 1Y | -28.7% | -36.3% | +7.6% | -22.4% |
| 3Y | -60.2% | +30.4% | -90.6% | -66.3% |
| 5Y | -63.1% | -35.7% | -27.3% | -62.9% |
| 10Y | +129.2% | +16.0% | +113.2% | +77.2% |
| All | +129.2% | +14.9% | +114.2% | +77.2% |
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