+17.1%
BABA vs NTAP
+591.8%
-574.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +11.6% | -15.1% | +26.7% | +16.3% |
| 30D | +2.3% | -28.1% | +30.4% | +11.3% |
| 3M | -13.7% | -11.4% | -2.2% | -12.0% |
| 6M | -21.9% | +52.2% | -74.1% | -33.8% |
| YTD | -24.6% | +60.4% | -85.1% | -37.6% |
| 1Y | -34.1% | +51.0% | -85.1% | -44.4% |
| 3Y | +36.3% | +135.6% | -99.3% | -5.3% |
| 5Y | -26.7% | +107.5% | -134.3% | -47.5% |
| All | +17.1% | +591.8% | -574.7% | -39.7% |
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