+27.1%
BABA vs ACGL
+34.2%
-7.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.2% |
| 7D | -4.8% | -0.7% | -4.0% | -4.8% |
| 30D | -11.9% | -1.0% | -10.9% | -11.9% |
| 3M | -9.3% | +11.0% | -20.3% | -8.8% |
| 6M | -14.2% | -0.3% | -13.9% | -14.1% |
| YTD | -22.0% | +2.3% | -24.3% | -21.8% |
| 1Y | -12.7% | +6.4% | -19.1% | -12.4% |
| All | +27.1% | +34.2% | -7.1% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling