+3,663.5%
SHOP vs BABA
+14.9%
+3,648.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | -2.5% | -3.6% | +1.1% | -0.9% |
| 30D | -16.7% | -8.4% | -8.4% | -13.2% |
| 3M | -2.2% | -20.6% | +18.4% | +8.5% |
| 6M | +45.6% | -25.4% | +70.9% | +63.4% |
| YTD | -7.3% | -30.1% | +22.8% | +6.4% |
| 1Y | -6.1% | -36.3% | +30.2% | +12.3% |
| 3Y | +143.3% | +30.4% | +113.0% | +79.2% |
| 5Y | +0.2% | -35.7% | +35.9% | +3.7% |
| 10Y | +3,663.5% | +16.0% | +3,647.5% | +2,066.5% |
| All | +3,663.5% | +14.9% | +3,648.6% | +2,066.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling