-37.5%
BABA vs SHAK
-18.1%
-19.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | +2.4% | +8.2% | -5.9% | +1.8% |
| 30D | -7.8% | +13.5% | -21.2% | -8.5% |
| 3M | -22.4% | +6.2% | -28.6% | -22.8% |
| 6M | -26.0% | +8.2% | -34.2% | -26.5% |
| YTD | -29.3% | -6.5% | -22.8% | -27.0% |
| 1Y | -37.5% | -19.2% | -18.3% | -38.1% |
| All | -37.5% | -18.1% | -19.4% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling