-39.8%
BABA vs NTAP
+124.7%
-164.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.7% |
| 7D | -13.8% | +7.2% | -21.0% | -15.4% |
| 30D | -15.1% | -18.4% | +3.3% | -11.1% |
| 3M | -22.7% | -11.3% | -11.4% | -21.4% |
| 6M | -34.7% | +53.8% | -88.4% | -45.3% |
| YTD | -35.0% | +72.0% | -107.0% | -48.1% |
| 1Y | -40.4% | +68.0% | -108.4% | -52.0% |
| 3Y | +21.9% | +149.5% | -127.6% | -25.1% |
| All | -39.8% | +124.7% | -164.5% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling