+15.7%
BABA vs NTAP
+575.4%
-559.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.4% | -7.8% | +10.1% | +4.3% |
| 30D | -7.8% | -25.8% | +18.0% | -0.6% |
| 3M | -22.4% | -11.2% | -11.1% | -20.9% |
| 6M | -26.0% | +49.9% | -75.9% | -36.9% |
| YTD | -29.3% | +66.9% | -96.1% | -42.1% |
| 1Y | -37.5% | +58.8% | -96.4% | -48.1% |
| 3Y | +31.9% | +140.8% | -108.9% | -8.9% |
| 5Y | -33.4% | +115.0% | -148.4% | -52.8% |
| 10Y | +15.7% | +570.8% | -555.1% | -42.2% |
| All | +15.7% | +575.4% | -559.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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