-23.9%
BABA vs ELAN
+21.9%
-45.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | 0.0% |
| 7D | -2.9% | -6.4% | +3.5% | -1.2% |
| 30D | -15.1% | +0.6% | -15.7% | -15.4% |
| 3M | -5.0% | 0.0% | -5.0% | -6.5% |
| 6M | -19.9% | -3.4% | -16.5% | -21.1% |
| YTD | -25.3% | +1.0% | -26.3% | -27.1% |
| 1Y | -23.9% | +24.7% | -48.6% | -29.9% |
| All | -23.9% | +21.9% | -45.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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