+15.8%
BABA vs ACGL
+332.3%
-316.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.8% |
| 7D | +3.8% | -1.1% | +4.9% | +4.0% |
| 30D | -5.4% | +13.1% | -18.5% | -7.3% |
| 3M | -17.9% | +9.8% | -27.7% | -19.2% |
| 6M | -24.1% | +15.3% | -39.3% | -26.1% |
| YTD | -27.4% | +12.7% | -40.2% | -29.3% |
| 1Y | -36.1% | +20.7% | -56.8% | -38.5% |
| 3Y | +35.4% | +34.3% | +1.1% | +25.4% |
| 5Y | -30.1% | +170.6% | -200.7% | -46.3% |
| 10Y | +15.8% | +330.6% | -314.7% | -15.7% |
| All | +15.8% | +332.3% | -316.5% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling