+6.8%
BABA vs NTRS
+244.4%
-237.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -13.8% | +3.2% | -16.9% | -14.8% |
| 30D | -15.1% | +9.6% | -24.7% | -17.9% |
| 3M | -22.7% | -6.0% | -16.8% | -21.3% |
| 6M | -34.7% | +10.4% | -45.1% | -37.3% |
| YTD | -35.0% | +32.5% | -67.5% | -41.8% |
| 1Y | -40.4% | +41.2% | -81.6% | -47.9% |
| 3Y | +21.9% | +173.4% | -151.5% | -18.8% |
| 5Y | -39.9% | +65.0% | -104.8% | -52.5% |
| 10Y | +7.9% | +192.3% | -184.5% | -34.7% |
| All | +6.8% | +244.4% | -237.6% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling