-28.3%
BABA vs ADM
+24.5%
-52.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +11.6% | -9.0% | +20.7% | +13.6% |
| 30D | +2.3% | -14.0% | +16.3% | +5.2% |
| 3M | -13.7% | -9.2% | -4.5% | -12.3% |
| 6M | -21.9% | -9.2% | -12.8% | -20.8% |
| YTD | -24.6% | +24.2% | -48.9% | -28.3% |
| 1Y | -34.1% | +27.0% | -61.1% | -37.6% |
| 3Y | +36.3% | +6.6% | +29.6% | +29.6% |
| All | -28.3% | +24.5% | -52.7% | -30.2% |
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 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