+27.1%
BABA vs ADP
+16.9%
+10.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.4% |
| 7D | -4.8% | -3.4% | -1.3% | -4.5% |
| 30D | -11.9% | +2.8% | -14.7% | -12.1% |
| 3M | -9.3% | +20.9% | -30.2% | -10.8% |
| 6M | -14.2% | +29.9% | -44.1% | -16.3% |
| YTD | -22.0% | +9.6% | -31.7% | -21.4% |
| 1Y | -12.7% | -5.3% | -7.4% | -8.8% |
| All | +27.1% | +16.9% | +10.3% | +26.6% |
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