+22.3%
BABA vs ADM
+90.7%
-68.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.8% |
| 7D | +8.6% | -7.5% | +16.1% | +10.9% |
| 30D | -1.1% | -14.3% | +13.2% | +3.1% |
| 3M | -15.9% | -8.6% | -7.3% | -14.0% |
| 6M | -17.5% | -9.9% | -7.7% | -15.6% |
| YTD | -25.6% | +25.1% | -50.7% | -31.0% |
| 1Y | -33.8% | +28.8% | -62.7% | -39.3% |
| 3Y | +34.6% | +6.9% | +27.8% | +27.2% |
| 5Y | -27.7% | +25.9% | -53.5% | -37.3% |
| 10Y | +17.7% | +101.7% | -84.0% | -18.1% |
| All | +22.3% | +90.7% | -68.4% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling