+9.0%
AVGO vs SHOP
-12.6%
+21.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.3% | -0.2% |
| 7D | -0.8% | -10.6% | +9.9% | +1.0% |
| 30D | -13.7% | -18.3% | +4.6% | -10.7% |
| 3M | -6.9% | +14.8% | -21.8% | -10.9% |
| 6M | +5.8% | -5.0% | +10.8% | +5.2% |
| YTD | +5.7% | -21.2% | +26.9% | +12.6% |
| 1Y | +9.0% | -11.6% | +20.6% | +18.3% |
| All | +9.0% | -12.6% | +21.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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