-44.2%
BABA vs ACI
+25.9%
-70.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -4.8% | +0.2% | -4.9% | -4.8% |
| 30D | -11.9% | +5.9% | -17.8% | -12.4% |
| 3M | -9.3% | -19.8% | +10.5% | -7.8% |
| 6M | -14.2% | -24.7% | +10.5% | -12.5% |
| YTD | -22.0% | -24.4% | +2.4% | -20.6% |
| 1Y | -12.7% | -31.5% | +18.8% | -10.3% |
| 3Y | +26.7% | -38.7% | +65.3% | +31.1% |
| 5Y | -29.3% | -42.8% | +13.5% | -27.5% |
| All | -44.2% | +25.9% | -70.1% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling