-35.5%
BABA vs ACM
-45.0%
+9.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +2.4% | +6.6% | -4.3% | +1.1% |
| 30D | -7.8% | +19.8% | -27.5% | -11.0% |
| 3M | -22.4% | -3.1% | -19.2% | -21.8% |
| 6M | -26.0% | -11.5% | -14.5% | -24.1% |
| YTD | -29.3% | -24.7% | -4.6% | -24.7% |
| All | -35.5% | -45.0% | +9.4% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling