+16.0%
BABA vs ADM
+118.6%
-102.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.8% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -8.4% | -11.8% | +3.5% | -5.4% |
| 3M | -20.6% | -11.3% | -9.3% | -18.3% |
| 6M | -25.4% | -10.0% | -15.4% | -23.7% |
| YTD | -30.1% | +25.9% | -56.0% | -34.9% |
| 1Y | -36.3% | +26.7% | -62.9% | -40.8% |
| 3Y | +30.4% | +8.1% | +22.2% | +23.3% |
| 5Y | -35.7% | +23.5% | -59.2% | -43.3% |
| 10Y | +16.0% | +128.2% | -112.2% | -11.0% |
| All | +16.0% | +118.6% | -102.6% | -11.0% |
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