+31.0%
BABA vs NTRS
+161.8%
-130.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -2.2% | +0.9% | -3.0% | -2.4% |
| 30D | -17.3% | -1.2% | -16.1% | -17.1% |
| 3M | -7.8% | +8.8% | -16.5% | -9.7% |
| 6M | -16.8% | +34.7% | -51.5% | -23.0% |
| YTD | -24.7% | +37.2% | -61.9% | -30.5% |
| 1Y | -24.9% | +46.3% | -71.3% | -31.8% |
| All | +31.0% | +161.8% | -130.7% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling