-35.7%
BABA vs ACN
-24.2%
-11.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -3.6% | -4.0% | +0.4% | -2.6% |
| 30D | -8.4% | +19.0% | -27.4% | -12.6% |
| 3M | -20.6% | +42.2% | -62.8% | -28.6% |
| 6M | -25.4% | +50.1% | -75.5% | -35.0% |
| YTD | -30.1% | -2.7% | -27.4% | -28.0% |
| 1Y | -36.3% | +7.6% | -43.9% | -37.7% |
| 3Y | +30.4% | -15.9% | +46.2% | +36.6% |
| 5Y | -35.7% | -24.4% | -11.4% | -37.3% |
| All | -35.7% | -24.2% | -11.5% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling