+137.3%
ADBE vs BABA
+8.5%
+128.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.6% | -13.8% | +15.3% | +5.0% |
| 30D | +1.0% | -15.1% | +16.1% | +4.7% |
| 3M | -10.1% | -22.7% | +12.6% | -5.1% |
| 6M | +3.0% | -34.7% | +37.6% | +12.6% |
| YTD | -30.5% | -35.0% | +4.5% | -24.8% |
| 1Y | -27.1% | -40.4% | +13.3% | -19.5% |
| 3Y | -58.8% | +21.9% | -80.7% | -64.6% |
| 5Y | -63.0% | -39.9% | -23.2% | -62.4% |
| All | +137.3% | +8.5% | +128.9% | +82.8% |
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