-28.3%
BABA vs ECL
+37.7%
-66.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.0% |
| 7D | +11.6% | -0.8% | +12.4% | +12.0% |
| 30D | +2.3% | +8.1% | -5.8% | -1.3% |
| 3M | -13.7% | +6.4% | -20.0% | -16.1% |
| 6M | -21.9% | +14.8% | -36.7% | -27.3% |
| YTD | -24.6% | +15.5% | -40.1% | -30.0% |
| 1Y | -34.1% | +20.1% | -54.2% | -40.1% |
| 3Y | +36.3% | +77.8% | -41.5% | -0.6% |
| All | -28.3% | +37.7% | -66.0% | -38.4% |
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