-40.6%
BABA vs NTR
+83.5%
-124.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | +2.4% | +4.1% | -1.8% | +1.3% |
| 30D | -7.8% | +7.0% | -14.7% | -9.3% |
| 3M | -22.4% | +9.7% | -32.0% | -24.5% |
| 6M | -26.0% | +7.4% | -33.4% | -27.9% |
| YTD | -29.3% | +19.8% | -49.0% | -34.0% |
| 1Y | -37.5% | +25.4% | -62.9% | -42.6% |
| 3Y | +31.9% | +48.6% | -16.7% | +13.8% |
| 5Y | -33.4% | +24.0% | -57.5% | -44.1% |
| All | -40.6% | +83.5% | -124.1% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling