+34.5%
BABA vs ADP
+50.4%
-15.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.5% | +2.6% |
| 7D | +8.6% | +7.4% | +1.2% | +8.1% |
| 30D | -1.1% | +17.1% | -18.2% | -2.1% |
| 3M | -15.9% | +14.4% | -30.4% | -16.7% |
| 6M | -17.5% | +47.9% | -65.4% | -19.7% |
| YTD | -25.6% | +22.1% | -47.7% | -25.2% |
| 1Y | -33.8% | +21.8% | -55.6% | -33.4% |
| All | +34.5% | +50.4% | -15.9% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling