-30.1%
BABA vs ACM
+3.6%
-33.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.2% | -8.9% | -5.8% |
| 7D | +3.8% | +6.9% | -3.1% | +0.9% |
| 30D | -5.4% | +19.1% | -24.4% | -12.0% |
| 3M | -17.9% | -6.9% | -11.0% | -16.0% |
| 6M | -24.1% | -12.0% | -12.0% | -20.8% |
| YTD | -27.4% | -25.1% | -2.3% | -19.2% |
| 1Y | -36.1% | -45.4% | +9.3% | -17.3% |
| 3Y | +35.4% | -6.9% | +42.3% | +25.0% |
| 5Y | -30.1% | +3.7% | -33.8% | -43.3% |
| All | -30.1% | +3.6% | -33.6% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling