+23.9%
BABA vs NOC
+379.3%
-355.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.6% | -5.8% | +17.5% | +12.4% |
| 30D | +2.3% | +10.9% | -8.6% | +0.8% |
| 3M | -13.7% | -7.1% | -6.6% | -13.0% |
| 6M | -21.9% | -5.3% | -16.6% | -21.6% |
| YTD | -24.6% | -6.8% | -17.8% | -24.3% |
| 1Y | -34.1% | -6.7% | -27.4% | -33.9% |
| 3Y | +36.3% | +17.2% | +19.1% | +31.5% |
| 5Y | -26.7% | +56.3% | -83.0% | -35.5% |
| 10Y | +19.2% | +173.7% | -154.5% | -19.9% |
| All | +23.9% | +379.3% | -355.4% | -34.5% |
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