+36.3%
BABA vs ECL
+78.2%
-41.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | +11.6% | -0.8% | +12.4% | +11.8% |
| 30D | +2.3% | +8.1% | -5.8% | 0.0% |
| 3M | -13.7% | +6.4% | -20.0% | -15.2% |
| 6M | -21.9% | +14.8% | -36.7% | -25.4% |
| YTD | -24.6% | +15.5% | -40.1% | -27.9% |
| 1Y | -34.1% | +20.1% | -54.2% | -37.8% |
| 3Y | +36.3% | +77.8% | -41.5% | +29.0% |
| All | +36.3% | +78.2% | -41.9% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling