+22.3%
BABA vs BIL
+25.1%
-2.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +8.6% | -0.3% | +8.8% | +8.6% |
| 30D | -1.1% | 0.0% | -1.1% | -1.5% |
| 3M | -15.9% | +0.3% | -16.2% | -16.7% |
| 6M | -17.5% | +1.2% | -18.7% | -19.6% |
| YTD | -25.6% | +2.4% | -28.0% | -30.0% |
| 1Y | -33.8% | +3.0% | -36.9% | -38.9% |
| 3Y | +34.6% | +13.1% | +21.5% | -7.5% |
| 5Y | -27.7% | +19.4% | -47.1% | -59.8% |
| 10Y | +17.7% | +25.2% | -7.5% | -30.7% |
| All | +22.3% | +25.1% | -2.8% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling