+17.1%
BABA vs ADP
+318.0%
-300.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +11.6% | +3.2% | +8.4% | +10.4% |
| 30D | +2.3% | +14.9% | -12.6% | -2.8% |
| 3M | -13.7% | +11.6% | -25.3% | -17.3% |
| 6M | -21.9% | +48.5% | -70.4% | -33.0% |
| YTD | -24.6% | +20.6% | -45.2% | -30.4% |
| 1Y | -34.1% | +23.7% | -57.8% | -39.9% |
| 3Y | +36.3% | +47.8% | -11.5% | +13.5% |
| 5Y | -26.7% | +47.7% | -74.4% | -39.8% |
| All | +17.1% | +318.0% | -300.9% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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