-45.4%
BABA vs NTR
+81.1%
-126.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | -0.3% | -13.4% | -13.7% |
| 30D | -15.1% | +2.0% | -17.1% | -15.5% |
| 3M | -22.7% | +6.4% | -29.1% | -24.3% |
| 6M | -34.7% | +1.6% | -36.3% | -35.4% |
| YTD | -35.0% | +18.2% | -53.2% | -39.2% |
| 1Y | -40.4% | +23.9% | -64.4% | -45.0% |
| 3Y | +21.9% | +44.7% | -22.7% | +6.0% |
| 5Y | -39.9% | +21.3% | -61.2% | -49.2% |
| All | -45.4% | +81.1% | -126.5% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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