+256.3%
ADBE vs BABA
+8.2%
+248.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.4% | +2.0% |
| 7D | -3.2% | -12.7% | +9.5% | -0.2% |
| 30D | +1.0% | -14.9% | +15.8% | +4.6% |
| 3M | -7.8% | -24.6% | +16.8% | -2.1% |
| 6M | -1.0% | -29.3% | +28.4% | +6.1% |
| YTD | -31.8% | -35.0% | +3.2% | -26.2% |
| 1Y | -29.2% | -39.7% | +10.5% | -22.1% |
| 3Y | -60.1% | +21.2% | -81.2% | -65.5% |
| 5Y | -63.7% | -39.9% | -23.8% | -63.7% |
| 10Y | +130.1% | +7.8% | +122.2% | +89.8% |
| All | +256.3% | +8.2% | +248.2% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling