+31.1%
BABA vs ACGL
+33.2%
-2.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | -1.4% | -2.2% | -3.6% |
| 30D | -8.4% | +12.4% | -20.7% | -7.6% |
| 3M | -20.6% | +11.1% | -31.7% | -20.0% |
| 6M | -25.4% | +16.3% | -41.7% | -24.6% |
| YTD | -30.1% | +13.8% | -43.9% | -29.4% |
| 1Y | -36.3% | +20.4% | -56.7% | -35.7% |
| All | +31.1% | +33.2% | -2.1% | +31.1% |
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 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