-31.3%
BABA vs ECL
+31.2%
-62.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -4.8% | -2.6% | -2.2% | -3.7% |
| 30D | -11.9% | -2.2% | -9.7% | -11.1% |
| 3M | -9.3% | +10.1% | -19.4% | -13.5% |
| 6M | -14.2% | -5.7% | -8.5% | -12.5% |
| YTD | -22.0% | +7.0% | -29.0% | -24.8% |
| 1Y | -12.7% | +2.7% | -15.4% | -14.5% |
| 3Y | +26.7% | +57.7% | -31.1% | +0.2% |
| All | -31.3% | +31.2% | -62.5% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling