+22.3%
BABA vs ACGL
+539.0%
-516.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +8.6% | +6.4% | +2.2% | +7.4% |
| 30D | -1.1% | +16.6% | -17.7% | -3.8% |
| 3M | -15.9% | +11.6% | -27.5% | -17.6% |
| 6M | -17.5% | +17.5% | -35.0% | -20.2% |
| YTD | -25.6% | +15.3% | -40.9% | -27.9% |
| 1Y | -33.8% | +26.3% | -60.1% | -37.1% |
| 3Y | +34.6% | +35.9% | -1.3% | +23.7% |
| 5Y | -27.7% | +168.2% | -195.8% | -45.3% |
| 10Y | +17.7% | +352.0% | -334.3% | -30.6% |
| All | +22.3% | +539.0% | -516.7% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling