+11.7%
BABA vs ACGL
+324.4%
-312.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -13.8% | +2.2% | -15.9% | -14.1% |
| 30D | -15.1% | +12.3% | -27.4% | -16.7% |
| 3M | -22.7% | +11.8% | -34.6% | -24.2% |
| 6M | -34.7% | +17.5% | -52.1% | -36.6% |
| YTD | -35.0% | +14.3% | -49.3% | -36.8% |
| 1Y | -40.4% | +18.2% | -58.6% | -42.4% |
| 3Y | +21.9% | +33.2% | -11.2% | +13.2% |
| 5Y | -39.9% | +174.3% | -214.2% | -54.0% |
| All | +11.7% | +324.4% | -312.6% | -23.1% |
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