-35.9%
BABA vs ACGL
+21.8%
-57.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.5% |
| 7D | +3.8% | -1.1% | +4.9% | +3.5% |
| 30D | -5.4% | +13.1% | -18.5% | -1.6% |
| 3M | -17.9% | +9.8% | -27.7% | -15.5% |
| 6M | -24.1% | +15.3% | -39.3% | -19.8% |
| YTD | -27.4% | +12.7% | -40.2% | -23.1% |
| All | -35.9% | +21.8% | -57.7% | -25.8% |
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