+17.1%
BABA vs ADI
+577.6%
-560.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +11.6% | -12.8% | +24.5% | +17.6% |
| 30D | +2.3% | -11.3% | +13.6% | +6.7% |
| 3M | -13.7% | -3.4% | -10.3% | -13.7% |
| 6M | -21.9% | -12.0% | -9.9% | -19.5% |
| YTD | -24.6% | +35.3% | -59.9% | -36.5% |
| 1Y | -34.1% | +58.1% | -92.2% | -48.5% |
| 3Y | +36.3% | +127.4% | -91.1% | -15.6% |
| 5Y | -26.7% | +114.6% | -141.3% | -54.2% |
| All | +17.1% | +577.6% | -560.5% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 10y: compounded portfolio wealth divided by compounded ADI 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…
10y analysis · Full analysis span regression · 6 months rolling