-36.3%
BABA vs ACN
+6.6%
-42.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.2% |
| 7D | -3.6% | -4.0% | +0.4% | -3.7% |
| 30D | -8.4% | +19.0% | -27.4% | -7.6% |
| 3M | -20.6% | +42.2% | -62.8% | -19.4% |
| 6M | -25.4% | +50.1% | -75.5% | -24.2% |
| YTD | -30.1% | -2.7% | -27.4% | -25.5% |
| 1Y | -36.3% | +7.6% | -43.9% | -29.6% |
| All | -36.3% | +6.6% | -42.8% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling