-37.5%
BABA vs EL
+30.6%
-68.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +2.4% | +7.6% | -5.3% | +1.4% |
| 30D | -7.8% | +15.7% | -23.5% | -9.6% |
| 3M | -22.4% | +30.5% | -52.9% | -25.3% |
| 6M | -26.0% | +32.5% | -58.5% | -29.1% |
| YTD | -29.3% | +9.4% | -38.7% | -33.1% |
| 1Y | -37.5% | +28.4% | -65.9% | -41.9% |
| All | -37.5% | +30.6% | -68.1% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling