-59.7%
ADBE vs BABA
-30.9%
-28.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -6.9% |
| 7D | -8.6% | -4.8% | -3.8% | -7.9% |
| 30D | +2.8% | -11.9% | +14.7% | +4.6% |
| 3M | +3.1% | -9.3% | +12.4% | +4.3% |
| 6M | -2.4% | -14.2% | +11.8% | -0.9% |
| YTD | -23.9% | -22.0% | -1.8% | -21.8% |
| 1Y | -22.6% | -12.7% | -9.9% | -22.6% |
| 3Y | -52.7% | +26.7% | -79.3% | -56.8% |
| All | -59.7% | -30.9% | -28.8% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling