-35.5%
BABA vs NOC
-1.2%
-34.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.6% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | -7.8% | +14.1% | -21.9% | -9.1% |
| 3M | -22.4% | -4.6% | -17.7% | -21.7% |
| 6M | -26.0% | +0.7% | -26.7% | -25.9% |
| YTD | -29.3% | -2.6% | -26.7% | -29.3% |
| All | -35.5% | -1.2% | -34.3% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling