-39.7%
BABA vs ELV
+39.2%
-78.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.1% |
| 7D | -12.7% | -0.5% | -12.2% | -12.6% |
| 30D | -14.9% | +1.1% | -16.0% | -15.0% |
| 3M | -24.6% | +8.2% | -32.8% | -25.3% |
| 6M | -29.3% | +10.2% | -39.6% | -30.6% |
| YTD | -35.0% | +24.4% | -59.5% | -38.0% |
| 1Y | -39.7% | +33.8% | -73.5% | -42.7% |
| All | -39.7% | +39.2% | -78.9% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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