+22.3%
BABA vs ACM
+86.9%
-64.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.4% |
| 7D | +8.6% | +5.1% | +3.5% | +6.8% |
| 30D | -1.1% | +11.5% | -12.6% | -4.7% |
| 3M | -15.9% | -10.5% | -5.5% | -13.3% |
| 6M | -17.5% | -20.4% | +2.8% | -11.9% |
| YTD | -25.6% | -28.9% | +3.3% | -17.8% |
| 1Y | -33.8% | -48.7% | +14.9% | -18.5% |
| 3Y | +34.6% | -12.5% | +47.1% | +35.8% |
| 5Y | -27.7% | +0.5% | -28.2% | -30.5% |
| 10Y | +17.7% | +161.2% | -143.5% | -25.3% |
| All | +22.3% | +86.9% | -64.6% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling