-17.5%
BABA vs ACN
+49.9%
-67.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.7% |
| 7D | +8.6% | +7.3% | +1.3% | +9.0% |
| 30D | -1.1% | +38.2% | -39.3% | +0.9% |
| 3M | -15.9% | +56.6% | -72.5% | -13.6% |
| 6M | -17.5% | +51.1% | -68.6% | -18.5% |
| All | -17.5% | +49.9% | -67.5% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling