+17.1%
BABA vs ACN
+160.5%
-143.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.9% |
| 7D | +11.6% | +0.9% | +10.8% | +11.3% |
| 30D | +2.3% | +33.5% | -31.2% | -8.1% |
| 3M | -13.7% | +53.5% | -67.2% | -27.4% |
| 6M | -21.9% | +52.2% | -74.1% | -35.7% |
| YTD | -24.6% | -0.1% | -24.5% | -26.0% |
| 1Y | -34.1% | +11.0% | -45.1% | -38.8% |
| 3Y | +36.3% | -11.8% | +48.0% | +36.3% |
| 5Y | -26.7% | -22.8% | -3.9% | -23.3% |
| All | +17.1% | +160.5% | -143.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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