+34.5%
BABA vs ACI
-33.4%
+68.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.3% | +3.0% |
| 7D | +8.6% | +3.5% | +5.1% | +8.2% |
| 30D | -1.1% | +16.8% | -17.9% | -2.5% |
| 3M | -15.9% | +13.1% | -29.0% | -17.0% |
| 6M | -17.5% | -15.6% | -1.9% | -16.2% |
| YTD | -25.6% | -19.2% | -6.4% | -24.5% |
| 1Y | -33.8% | -20.7% | -13.2% | -32.7% |
| All | +34.5% | -33.4% | +68.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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