-22.5%
BABA vs SHAK
+11.0%
-33.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.3% | -11.0% | -3.8% |
| 7D | +3.8% | +6.5% | -2.6% | +3.7% |
| 30D | -5.4% | +15.3% | -20.7% | -5.7% |
| 3M | -17.9% | +8.5% | -26.4% | -18.4% |
| All | -22.5% | +11.0% | -33.5% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling