-35.3%
BABA vs BIYA
-98.4%
+63.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +4.9% |
| 7D | +4.3% | -4.0% | +8.3% | +4.3% |
| 30D | -5.0% | -15.0% | +10.0% | -4.9% |
| 3M | -18.4% | -58.1% | +39.7% | -18.4% |
| 6M | -20.3% | -90.0% | +69.7% | -20.6% |
| YTD | -27.5% | -96.9% | +69.4% | -27.1% |
| 1Y | -35.3% | -98.2% | +62.9% | -34.5% |
| All | -35.3% | -98.4% | +63.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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