+17.6%
BABA vs NOC
+182.6%
-165.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | -4.8% | -5.2% | +0.4% | -4.3% |
| 30D | -11.9% | -7.2% | -4.7% | -11.3% |
| 3M | -9.3% | -5.1% | -4.2% | -8.9% |
| 6M | -14.2% | -31.1% | +16.8% | -11.6% |
| YTD | -22.0% | -8.6% | -13.5% | -21.5% |
| 1Y | -12.7% | -9.7% | -3.0% | -12.1% |
| 3Y | +26.7% | +24.3% | +2.4% | +23.0% |
| 5Y | -29.3% | +52.6% | -82.0% | -35.4% |
| All | +17.6% | +182.6% | -165.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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