+28.2%
BABA vs ECL
+169.0%
-140.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -4.8% | -2.6% | -2.2% | -3.8% |
| 30D | -11.9% | -2.2% | -9.7% | -11.1% |
| 3M | -9.3% | +10.1% | -19.4% | -13.1% |
| 6M | -14.2% | -5.7% | -8.5% | -12.7% |
| YTD | -22.0% | +7.0% | -29.0% | -24.6% |
| 1Y | -12.7% | +2.7% | -15.4% | -14.3% |
| 3Y | +26.7% | +57.7% | -31.1% | +3.4% |
| 5Y | -29.3% | +31.1% | -60.5% | -39.4% |
| 10Y | +21.2% | +150.9% | -129.6% | -28.6% |
| All | +28.2% | +169.0% | -140.9% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling