-20.0%
BABA vs BIYA
-99.9%
+79.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.7% |
| 7D | +3.8% | -7.8% | +11.6% | +3.9% |
| 30D | -5.4% | -38.5% | +33.1% | -5.1% |
| 3M | -17.9% | -59.5% | +41.6% | -17.5% |
| 6M | -24.1% | -89.2% | +65.1% | -24.0% |
| YTD | -27.4% | -97.1% | +69.6% | -26.2% |
| 1Y | -36.1% | -99.0% | +62.9% | -32.4% |
| All | -20.0% | -99.9% | +79.9% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling