-34.1%
BABA vs EL
+22.5%
-56.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +1.0% |
| 7D | +11.6% | +0.8% | +10.9% | +11.4% |
| 30D | +2.3% | +16.5% | -14.2% | +0.2% |
| 3M | -13.7% | +29.2% | -42.9% | -16.9% |
| 6M | -21.9% | +27.9% | -49.8% | -24.8% |
| YTD | -24.6% | +6.2% | -30.8% | -28.4% |
| 1Y | -34.1% | +27.2% | -61.3% | -38.7% |
| All | -34.1% | +22.5% | -56.6% | -38.7% |
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