+11.7%
BABA vs ADM
+133.7%
-122.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | -13.8% | +4.2% | -18.0% | -14.7% |
| 30D | -15.1% | -12.8% | -2.3% | -12.1% |
| 3M | -22.7% | -8.5% | -14.3% | -21.2% |
| 6M | -34.7% | -10.9% | -23.8% | -33.0% |
| YTD | -35.0% | +29.4% | -64.4% | -39.9% |
| 1Y | -40.4% | +27.5% | -67.9% | -44.8% |
| 3Y | +21.9% | +10.3% | +11.6% | +14.7% |
| 5Y | -39.9% | +27.4% | -67.2% | -47.5% |
| All | +11.7% | +133.7% | -122.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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