-33.4%
BABA vs ACGL
+173.1%
-206.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.6% |
| 7D | +2.4% | +1.3% | +1.1% | +2.3% |
| 30D | -7.8% | +14.2% | -22.0% | -8.3% |
| 3M | -22.4% | +11.1% | -33.5% | -22.7% |
| 6M | -26.0% | +16.4% | -42.3% | -26.6% |
| YTD | -29.3% | +13.8% | -43.1% | -29.8% |
| 1Y | -37.5% | +21.6% | -59.1% | -38.4% |
| 3Y | +31.9% | +33.5% | -1.6% | +27.2% |
| 5Y | -33.4% | +174.8% | -208.3% | -52.4% |
| All | -33.4% | +173.1% | -206.6% | -52.4% |
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