+257.5%
ADBE vs BABA
+25.5%
+232.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.2% |
| 7D | -4.4% | +11.6% | -16.0% | -6.8% |
| 30D | +2.8% | +2.3% | +0.5% | +2.1% |
| 3M | -8.0% | -13.7% | +5.6% | -5.3% |
| 6M | -4.3% | -21.9% | +17.6% | +0.3% |
| YTD | -31.6% | -24.6% | -7.0% | -28.4% |
| 1Y | -26.9% | -34.1% | +7.2% | -21.0% |
| 3Y | -57.7% | +36.3% | -93.9% | -64.3% |
| 5Y | -63.9% | -26.7% | -37.2% | -65.7% |
| 10Y | +125.3% | +19.2% | +106.1% | +81.8% |
| All | +257.5% | +25.5% | +232.0% | +165.9% |
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