-33.4%
BABA vs ADM
+23.4%
-56.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.4% |
| 7D | +2.4% | -1.8% | +4.2% | +2.7% |
| 30D | -7.8% | -13.3% | +5.5% | -5.3% |
| 3M | -22.4% | -13.4% | -9.0% | -20.4% |
| 6M | -26.0% | -9.6% | -16.4% | -24.8% |
| YTD | -29.3% | +23.0% | -52.3% | -32.6% |
| 1Y | -37.5% | +27.4% | -64.9% | -40.9% |
| 3Y | +31.9% | +5.7% | +26.2% | +25.7% |
| 5Y | -33.4% | +22.1% | -55.5% | -33.8% |
| All | -33.4% | +23.4% | -56.8% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling