-30.1%
BABA vs ADP
+48.1%
-78.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | -5.4% | +11.5% | -16.9% | -8.6% |
| 3M | -17.9% | +12.0% | -30.0% | -21.0% |
| 6M | -24.1% | +43.8% | -67.9% | -33.1% |
| YTD | -27.4% | +20.1% | -47.5% | -31.5% |
| 1Y | -36.1% | +22.3% | -58.4% | -40.2% |
| 3Y | +35.4% | +43.3% | -7.9% | +13.2% |
| 5Y | -30.1% | +47.3% | -77.4% | -49.6% |
| All | -30.1% | +48.1% | -78.2% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling