-34.1%
BABA vs ACGL
+22.6%
-56.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +0.5% |
| 7D | +11.6% | +0.9% | +10.8% | +11.9% |
| 30D | +2.3% | +13.7% | -11.4% | +6.6% |
| 3M | -13.7% | +8.0% | -21.7% | -11.6% |
| 6M | -21.9% | +13.3% | -35.2% | -18.0% |
| YTD | -24.6% | +11.8% | -36.5% | -20.3% |
| 1Y | -34.1% | +22.2% | -56.3% | -22.6% |
| All | -34.1% | +22.6% | -56.7% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling