-31.3%
BABA vs ACGL
+161.8%
-193.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | -4.8% | -0.7% | -4.0% | -4.7% |
| 30D | -11.9% | -1.0% | -10.9% | -11.9% |
| 3M | -9.3% | +11.0% | -20.3% | -10.0% |
| 6M | -14.2% | -0.3% | -13.9% | -14.3% |
| YTD | -22.0% | +2.3% | -24.3% | -22.3% |
| 1Y | -12.7% | +6.4% | -19.1% | -13.4% |
| 3Y | +26.7% | +34.0% | -7.3% | +20.1% |
| All | -31.3% | +161.8% | -193.1% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling