+28.2%
BABA vs ADP
+385.5%
-357.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.1% |
| 7D | -4.8% | -3.4% | -1.3% | -3.5% |
| 30D | -11.9% | +2.8% | -14.7% | -12.9% |
| 3M | -9.3% | +20.9% | -30.2% | -16.2% |
| 6M | -14.2% | +29.9% | -44.1% | -23.8% |
| YTD | -22.0% | +9.6% | -31.7% | -25.8% |
| 1Y | -12.7% | -5.3% | -7.4% | -11.7% |
| 3Y | +26.7% | +16.5% | +10.2% | +15.0% |
| 5Y | -29.3% | +49.4% | -78.7% | -43.4% |
| 10Y | +21.2% | +282.2% | -261.0% | -43.9% |
| All | +28.2% | +385.5% | -357.3% | -50.6% |
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 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