+31.1%
BABA vs ACN
-14.9%
+46.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -3.6% | -4.0% | +0.4% | -3.3% |
| 30D | -8.4% | +19.0% | -27.4% | -9.7% |
| 3M | -20.6% | +42.2% | -62.8% | -23.3% |
| 6M | -25.4% | +50.1% | -75.5% | -28.7% |
| YTD | -30.1% | -2.7% | -27.4% | -26.3% |
| 1Y | -36.3% | +7.6% | -43.9% | -34.8% |
| All | +31.1% | -14.9% | +46.0% | +26.5% |
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