-41.3%
BABA vs NTR
+82.2%
-123.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -8.4% | +5.4% | -13.7% | -9.6% |
| 3M | -20.6% | +7.3% | -27.9% | -22.4% |
| 6M | -25.4% | +2.2% | -27.6% | -26.4% |
| YTD | -30.1% | +18.9% | -49.0% | -34.7% |
| 1Y | -36.3% | +23.7% | -60.0% | -41.2% |
| 3Y | +30.4% | +47.5% | -17.2% | +12.7% |
| 5Y | -35.7% | +22.0% | -57.8% | -45.8% |
| All | -41.3% | +82.2% | -123.4% | -57.0% |
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