-34.5%
BABA vs NTR
+100.5%
-135.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.7% |
| 7D | -4.8% | +8.1% | -12.9% | -6.7% |
| 30D | -11.9% | +18.8% | -30.6% | -15.9% |
| 3M | -9.3% | +16.2% | -25.5% | -13.1% |
| 6M | -14.2% | +9.8% | -24.0% | -17.4% |
| YTD | -22.0% | +30.9% | -52.9% | -28.7% |
| 1Y | -12.7% | +41.8% | -54.5% | -22.2% |
| 3Y | +26.7% | +35.8% | -9.1% | +12.2% |
| 5Y | -29.3% | +51.0% | -80.4% | -44.1% |
| All | -34.5% | +100.5% | -135.0% | -53.0% |
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 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