+11.7%
BABA vs ECL
+192.9%
-181.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -5.9% | -6.6% |
| 7D | -12.7% | -0.5% | -12.2% | -12.6% |
| 30D | -14.9% | +6.6% | -21.4% | -16.9% |
| 3M | -24.6% | +9.6% | -34.3% | -27.2% |
| 6M | -29.3% | +21.6% | -50.9% | -34.7% |
| YTD | -35.0% | +16.9% | -51.9% | -39.0% |
| 1Y | -39.7% | +17.9% | -57.6% | -43.6% |
| 3Y | +21.2% | +76.5% | -55.3% | -3.5% |
| 5Y | -39.9% | +36.6% | -76.5% | -49.0% |
| All | +11.7% | +192.9% | -181.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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