+17.1%
BABA vs ACWI
+219.0%
-202.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.6% | -2.4% | +14.0% | +14.5% |
| 30D | +2.3% | -5.2% | +7.5% | +8.6% |
| 3M | -13.7% | -4.8% | -8.9% | -8.9% |
| 6M | -21.9% | -1.3% | -20.6% | -21.1% |
| YTD | -24.6% | +8.4% | -33.0% | -31.6% |
| 1Y | -34.1% | +11.0% | -45.1% | -41.9% |
| 3Y | +36.3% | +70.6% | -34.3% | -27.1% |
| 5Y | -26.7% | +55.3% | -82.0% | -55.6% |
| All | +17.1% | +219.0% | -202.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling