-28.7%
ADBE vs BABA
-37.8%
+9.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.4% |
| 7D | -4.4% | -3.6% | -0.8% | -4.4% |
| 30D | -0.2% | -8.4% | +8.1% | -0.3% |
| 3M | -9.9% | -20.6% | +10.7% | -10.0% |
| 6M | -3.5% | -25.4% | +21.9% | -4.8% |
| YTD | -32.1% | -30.1% | -2.0% | -32.2% |
| 1Y | -28.7% | -36.3% | +7.6% | -29.1% |
| All | -28.7% | -37.8% | +9.1% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling