+15.8%
BABA vs ADM
+100.2%
-84.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +3.8% | -7.8% | +11.6% | +6.0% |
| 30D | -5.4% | -12.6% | +7.2% | -2.1% |
| 3M | -17.9% | -8.2% | -9.7% | -16.4% |
| 6M | -24.1% | -8.9% | -15.2% | -22.6% |
| YTD | -27.4% | +24.0% | -51.4% | -32.1% |
| 1Y | -36.1% | +26.2% | -62.2% | -40.6% |
| 3Y | +35.4% | +7.0% | +28.4% | +28.4% |
| 5Y | -30.1% | +24.9% | -55.0% | -38.6% |
| 10Y | +15.8% | +102.6% | -86.8% | -18.2% |
| All | +15.8% | +100.2% | -84.4% | -18.2% |
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