+36.3%
BABA vs ADI
+127.5%
-91.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +11.6% | -12.8% | +24.5% | +15.2% |
| 30D | +2.3% | -11.3% | +13.6% | +4.9% |
| 3M | -13.7% | -3.4% | -10.3% | -13.8% |
| 6M | -21.9% | -12.0% | -9.9% | -20.3% |
| YTD | -24.6% | +35.3% | -59.9% | -32.3% |
| 1Y | -34.1% | +58.1% | -92.2% | -43.6% |
| 3Y | +36.3% | +127.4% | -91.1% | -5.0% |
| All | +36.3% | +127.5% | -91.3% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling