+6.8%
BABA vs NOC
+401.3%
-394.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.7% | -7.0% |
| 7D | -12.7% | +4.5% | -17.2% | -13.2% |
| 30D | -14.9% | +14.1% | -29.0% | -16.4% |
| 3M | -24.6% | -4.5% | -20.2% | -24.3% |
| 6M | -29.3% | -0.8% | -28.6% | -29.5% |
| YTD | -35.0% | -2.5% | -32.5% | -35.1% |
| 1Y | -39.7% | -0.1% | -39.6% | -40.0% |
| 3Y | +21.2% | +24.6% | -3.4% | +16.0% |
| 5Y | -39.9% | +65.6% | -105.5% | -47.5% |
| 10Y | +7.8% | +160.5% | -152.7% | -24.5% |
| All | +6.8% | +401.3% | -394.5% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling