-39.8%
BABA vs ACM
+1.1%
-40.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | -13.8% | +5.6% | -19.4% | -15.8% |
| 30D | -15.1% | +20.8% | -35.9% | -21.6% |
| 3M | -22.7% | +11.4% | -34.2% | -26.4% |
| 6M | -34.7% | +0.9% | -35.6% | -35.7% |
| YTD | -35.0% | -24.8% | -10.2% | -27.7% |
| 1Y | -40.4% | -46.4% | +6.0% | -22.0% |
| 3Y | +21.9% | -9.2% | +31.2% | +14.4% |
| All | -39.8% | +1.1% | -40.9% | -50.7% |
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 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