+31.9%
BABA vs ADI
+143.5%
-111.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +2.4% | -6.3% | +8.7% | +3.7% |
| 30D | -7.8% | -3.2% | -4.6% | -7.6% |
| 3M | -22.4% | +2.8% | -25.1% | -23.6% |
| 6M | -26.0% | -5.0% | -21.0% | -26.0% |
| YTD | -29.3% | +46.3% | -75.6% | -37.8% |
| 1Y | -37.5% | +71.6% | -109.2% | -47.6% |
| 3Y | +31.9% | +139.2% | -107.3% | -7.8% |
| All | +31.9% | +143.5% | -111.6% | -7.8% |
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