-27.7%
BABA vs BIL
+19.4%
-47.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +8.6% | -0.3% | +8.8% | +8.8% |
| 30D | -1.1% | 0.0% | -1.1% | -2.0% |
| 3M | -15.9% | +0.3% | -16.2% | -18.3% |
| 6M | -17.5% | +1.2% | -18.7% | -24.2% |
| YTD | -25.6% | +2.4% | -28.0% | -38.5% |
| 1Y | -33.8% | +3.0% | -36.9% | -48.2% |
| 3Y | +34.6% | +13.1% | +21.5% | -67.0% |
| 5Y | -27.7% | +19.4% | -47.1% | -96.2% |
| All | -27.7% | +19.4% | -47.1% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 5y: compounded portfolio wealth divided by compounded BIL 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…
5y analysis · Full analysis span regression · 6 months rolling