+22.3%
BABA vs ADI
+806.7%
-784.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.1% | +13.8% | +7.2% |
| 7D | +8.6% | -16.7% | +25.2% | +16.3% |
| 30D | -1.1% | -14.2% | +13.1% | +4.4% |
| 3M | -15.9% | -4.1% | -11.8% | -15.6% |
| 6M | -17.5% | -10.3% | -7.2% | -15.8% |
| YTD | -25.6% | +34.3% | -59.9% | -36.7% |
| 1Y | -33.8% | +54.9% | -88.7% | -47.3% |
| 3Y | +34.6% | +125.3% | -90.7% | -14.0% |
| 5Y | -27.7% | +113.1% | -140.7% | -53.3% |
| 10Y | +17.7% | +584.5% | -566.8% | -54.9% |
| All | +22.3% | +806.7% | -784.4% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling