-34.1%
BABA vs ACN
+8.2%
-42.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.2% |
| 7D | +11.6% | +0.9% | +10.8% | +11.7% |
| 30D | +2.3% | +33.5% | -31.2% | +3.5% |
| 3M | -13.7% | +53.5% | -67.2% | -12.2% |
| 6M | -21.9% | +52.2% | -74.1% | -20.7% |
| YTD | -24.6% | -0.1% | -24.5% | -19.7% |
| 1Y | -34.1% | +11.0% | -45.1% | -27.6% |
| All | -34.1% | +8.2% | -42.3% | -27.6% |
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