+28.2%
BABA vs NTAP
+470.1%
-442.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | -11.9% | -0.5% | -11.4% | -11.9% |
| 3M | -9.3% | +4.1% | -13.3% | -10.9% |
| 6M | -14.2% | +88.0% | -102.2% | -31.2% |
| YTD | -22.0% | +75.6% | -97.6% | -36.2% |
| 1Y | -12.7% | +58.9% | -71.6% | -26.3% |
| 3Y | +26.7% | +153.6% | -126.9% | -12.2% |
| 5Y | -29.3% | +127.6% | -157.0% | -49.8% |
| 10Y | +21.2% | +580.4% | -559.1% | -42.4% |
| All | +28.2% | +470.1% | -442.0% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling