-22.0%
BABA vs BIYA
-99.9%
+77.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -2.5% |
| 7D | +2.4% | -4.1% | +6.4% | +2.4% |
| 30D | -7.8% | -35.5% | +27.8% | -7.5% |
| 3M | -22.4% | -56.3% | +33.9% | -22.0% |
| 6M | -26.0% | -88.7% | +62.7% | -26.0% |
| YTD | -29.3% | -97.0% | +67.7% | -28.1% |
| 1Y | -37.5% | -98.7% | +61.2% | -34.4% |
| All | -22.0% | -99.9% | +77.9% | -14.9% |
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