+22.3%
BABA vs ADP
+440.5%
-418.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.5% | +2.2% |
| 7D | +8.6% | +7.4% | +1.2% | +5.7% |
| 30D | -1.1% | +17.1% | -18.2% | -7.1% |
| 3M | -15.9% | +14.4% | -30.4% | -20.5% |
| 6M | -17.5% | +47.9% | -65.4% | -30.2% |
| YTD | -25.6% | +22.1% | -47.7% | -32.2% |
| 1Y | -33.8% | +21.8% | -55.6% | -39.8% |
| 3Y | +34.6% | +50.5% | -15.9% | +9.5% |
| 5Y | -27.7% | +49.6% | -77.2% | -41.8% |
| 10Y | +17.7% | +329.3% | -311.6% | -48.1% |
| All | +22.3% | +440.5% | -418.2% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling