+28.2%
BABA vs ADM
+129.0%
-100.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | +3.8% | -8.5% | -5.8% |
| 30D | -11.9% | +9.8% | -21.6% | -14.2% |
| 3M | -9.3% | +2.1% | -11.4% | -10.0% |
| 6M | -14.2% | +27.5% | -41.8% | -20.5% |
| YTD | -22.0% | +50.2% | -72.2% | -31.2% |
| 1Y | -12.7% | +40.6% | -53.3% | -21.6% |
| 3Y | +26.7% | +17.2% | +9.4% | +17.1% |
| 5Y | -29.3% | +61.9% | -91.2% | -43.1% |
| 10Y | +21.2% | +159.3% | -138.0% | -22.0% |
| All | +28.2% | +129.0% | -100.9% | -15.4% |
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