+27.1%
BABA vs ACN
-39.8%
+67.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.7% |
| 7D | -4.8% | -1.5% | -3.2% | -4.6% |
| 30D | -11.9% | +9.4% | -21.3% | -13.0% |
| 3M | -9.3% | +5.6% | -14.9% | -10.0% |
| 6M | -14.2% | -9.3% | -5.0% | -12.4% |
| YTD | -22.0% | -29.0% | +6.9% | -15.0% |
| 1Y | -12.7% | -24.7% | +11.9% | -6.7% |
| All | +27.1% | -39.8% | +67.0% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling