-4.9%
SHOP vs BABA
-34.7%
+29.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.9% | +2.4% | +6.3% |
| 7D | -9.0% | +4.3% | -13.3% | -9.8% |
| 30D | -4.4% | -5.0% | +0.6% | -3.7% |
| 3M | +24.1% | -18.4% | +42.5% | +27.6% |
| 6M | +20.0% | -20.3% | +40.2% | +23.6% |
| YTD | -4.9% | -27.5% | +22.6% | +2.7% |
| 1Y | -4.9% | -35.3% | +30.4% | +0.7% |
| All | -4.9% | -34.7% | +29.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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