-28.0%
ADBE vs BABA
-38.2%
+10.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.3% |
| 7D | -3.8% | +2.4% | -6.2% | -3.8% |
| 30D | -2.3% | -7.8% | +5.5% | -2.4% |
| 3M | -13.3% | -22.4% | +9.1% | -13.4% |
| 6M | -6.5% | -26.0% | +19.5% | -7.9% |
| YTD | -32.4% | -29.3% | -3.1% | -32.6% |
| 1Y | -28.0% | -37.5% | +9.5% | -28.8% |
| All | -28.0% | -38.2% | +10.1% | -28.8% |
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 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