+15.2%
BABA vs NTRS
+259.9%
-244.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -3.5% | +1.4% | -4.9% | -3.9% |
| 30D | -12.7% | -0.7% | -12.1% | -12.6% |
| 3M | -3.0% | +11.3% | -14.3% | -6.8% |
| 6M | -19.1% | +35.5% | -54.6% | -27.6% |
| YTD | -24.7% | +40.6% | -65.3% | -33.6% |
| 1Y | -29.0% | +49.2% | -78.2% | -38.8% |
| 3Y | +30.9% | +167.2% | -136.3% | -11.0% |
| 5Y | -30.9% | +94.9% | -125.8% | -47.9% |
| All | +15.2% | +259.9% | -244.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded NTRS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling