+15.7%
BABA vs ACN
+160.2%
-144.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -3.1% |
| 7D | +2.4% | +1.6% | +0.8% | +1.8% |
| 30D | -7.8% | +24.6% | -32.4% | -15.0% |
| 3M | -22.4% | +46.2% | -68.6% | -33.5% |
| 6M | -26.0% | +46.2% | -72.2% | -38.0% |
| YTD | -29.3% | -0.9% | -28.4% | -30.3% |
| 1Y | -37.5% | +8.8% | -46.3% | -41.5% |
| 3Y | +31.9% | -14.3% | +46.2% | +33.9% |
| 5Y | -33.4% | -22.6% | -10.8% | -30.5% |
| 10Y | +15.7% | +153.7% | -138.0% | -37.4% |
| All | +15.7% | +160.2% | -144.5% | -37.4% |
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