-39.5%
BABA vs ELAN
-17.0%
-22.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | -13.8% | +4.0% | -17.8% | -14.6% |
| 30D | -15.1% | +18.8% | -33.9% | -18.7% |
| 3M | -22.7% | +19.0% | -41.7% | -26.2% |
| 6M | -34.7% | +22.8% | -57.5% | -38.6% |
| YTD | -35.0% | +18.3% | -53.4% | -38.6% |
| 1Y | -40.4% | +21.8% | -62.2% | -44.1% |
| 3Y | +21.9% | +153.8% | -131.9% | -10.2% |
| 5Y | -39.9% | -18.9% | -21.0% | -41.1% |
| All | -39.5% | -17.0% | -22.6% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling