-31.3%
BABA vs BIL
+19.4%
-50.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.1% |
| 7D | -4.8% | +0.1% | -4.8% | -5.3% |
| 30D | -11.9% | +0.3% | -12.2% | -13.7% |
| 3M | -9.3% | +0.9% | -10.2% | -14.7% |
| 6M | -14.2% | +1.8% | -16.1% | -25.5% |
| YTD | -22.0% | +2.4% | -24.5% | -36.2% |
| 1Y | -12.7% | +3.7% | -16.4% | -37.4% |
| 3Y | +26.7% | +14.2% | +12.5% | -76.3% |
| All | -31.3% | +19.4% | -50.7% | -96.8% |
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