+16.0%
BABA vs ACM
+130.8%
-114.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -3.6% | +3.0% | -6.6% | -4.7% |
| 30D | -8.4% | +19.7% | -28.0% | -13.8% |
| 3M | -20.6% | +5.3% | -25.9% | -22.4% |
| 6M | -25.4% | -10.8% | -14.6% | -23.4% |
| YTD | -30.1% | -25.1% | -5.0% | -24.3% |
| 1Y | -36.3% | -45.8% | +9.5% | -23.2% |
| 3Y | +30.4% | -9.4% | +39.7% | +29.8% |
| 5Y | -35.7% | +4.8% | -40.5% | -39.1% |
| 10Y | +16.0% | +129.8% | -113.8% | -15.7% |
| All | +16.0% | +130.8% | -114.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling