+14.9%
BABA vs ACN
+292.4%
-277.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | -3.6% | -4.0% | +0.4% | -2.1% |
| 30D | -8.4% | +19.0% | -27.4% | -14.6% |
| 3M | -20.6% | +42.2% | -62.8% | -32.0% |
| 6M | -25.4% | +50.1% | -75.5% | -39.2% |
| YTD | -30.1% | -2.7% | -27.4% | -31.2% |
| 1Y | -36.3% | +7.6% | -43.9% | -40.7% |
| 3Y | +30.4% | -15.9% | +46.2% | +32.4% |
| 5Y | -35.7% | -24.4% | -11.4% | -32.5% |
| 10Y | +16.0% | +151.4% | -135.4% | -41.6% |
| All | +14.9% | +292.4% | -277.5% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling