-19.5%
BABA vs NTAP
+61.9%
-81.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -0.2% | +3.3% | -3.4% | -0.6% |
| 30D | -12.3% | -0.2% | -12.1% | -12.3% |
| 3M | -5.3% | +11.4% | -16.7% | -6.9% |
| 6M | -13.1% | +88.7% | -101.7% | -25.4% |
| YTD | -22.4% | +78.9% | -101.4% | -31.6% |
| 1Y | -19.5% | +58.8% | -78.3% | -22.0% |
| All | -19.5% | +61.9% | -81.4% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling