-2.9%
SHOP vs BABA
-28.1%
+25.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.0% |
| 7D | -5.4% | +11.6% | -17.1% | -9.9% |
| 30D | -10.3% | +2.3% | -12.6% | -11.2% |
| 3M | +1.0% | -13.7% | +14.7% | +7.0% |
| 6M | +41.2% | -21.9% | +63.1% | +54.1% |
| YTD | -7.5% | -24.6% | +17.2% | +1.6% |
| 1Y | -4.6% | -34.1% | +29.5% | +10.9% |
| 3Y | +146.4% | +36.3% | +110.2% | +82.7% |
| All | -2.9% | -28.1% | +25.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling