+21.9%
BABA vs NTAP
+154.9%
-133.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -7.2% |
| 7D | -12.7% | +9.9% | -22.5% | -13.7% |
| 30D | -14.9% | -22.1% | +7.3% | -12.2% |
| 3M | -24.6% | -7.7% | -16.9% | -24.3% |
| 6M | -29.3% | +60.9% | -90.3% | -36.0% |
| YTD | -35.0% | +76.4% | -111.5% | -42.5% |
| 1Y | -39.7% | +69.3% | -109.0% | -46.2% |
| All | +21.9% | +154.9% | -133.0% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling