-37.2%
BABA vs NTR
+98.7%
-135.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -2.9% | -2.5% | -0.4% | -2.3% |
| 30D | -15.1% | +17.0% | -32.1% | -18.6% |
| 3M | -5.0% | +22.2% | -27.2% | -10.3% |
| 6M | -19.9% | +5.2% | -25.1% | -22.0% |
| YTD | -25.3% | +29.7% | -54.9% | -31.5% |
| 1Y | -23.9% | +39.4% | -63.3% | -31.8% |
| 3Y | +28.1% | +38.2% | -10.1% | +12.9% |
| 5Y | -31.4% | +47.6% | -79.0% | -45.3% |
| All | -37.2% | +98.7% | -135.9% | -54.9% |
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