+17.1%
BABA vs ADM
+98.0%
-80.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +11.6% | -9.0% | +20.7% | +14.3% |
| 30D | +2.3% | -14.0% | +16.3% | +6.2% |
| 3M | -13.7% | -9.2% | -4.5% | -11.8% |
| 6M | -21.9% | -9.2% | -12.8% | -20.4% |
| YTD | -24.6% | +24.2% | -48.9% | -29.6% |
| 1Y | -34.1% | +27.0% | -61.1% | -38.9% |
| 3Y | +36.3% | +6.6% | +29.6% | +29.4% |
| 5Y | -26.7% | +25.0% | -51.7% | -35.7% |
| All | +17.1% | +98.0% | -80.9% | -17.6% |
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