-20.8%
BABA vs ADVB
-97.6%
+76.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.5% | +12.2% | +2.7% |
| 7D | +8.6% | -28.0% | +36.6% | +8.9% |
| 30D | -1.1% | -70.2% | +69.1% | +0.2% |
| 3M | -15.9% | -76.1% | +60.2% | -14.8% |
| 6M | -17.5% | -72.3% | +54.8% | -18.4% |
| YTD | -25.6% | -67.5% | +41.9% | -27.4% |
| 1Y | -33.8% | -78.6% | +44.7% | -34.0% |
| All | -20.8% | -97.6% | +76.9% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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