-29.8%
BABA vs NTRS
+93.2%
-123.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -3.5% | +1.4% | -4.9% | -4.0% |
| 30D | -12.7% | -0.7% | -12.1% | -12.6% |
| 3M | -3.0% | +11.3% | -14.3% | -7.3% |
| 6M | -19.1% | +35.5% | -54.6% | -28.9% |
| YTD | -24.7% | +40.6% | -65.3% | -34.9% |
| 1Y | -29.0% | +49.2% | -78.2% | -40.2% |
| 3Y | +30.9% | +167.2% | -136.3% | -18.5% |
| All | -29.8% | +93.2% | -123.0% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling