-4.9%
SHOP vs AA
+13.9%
-18.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.6% | +7.1% |
| 7D | -9.0% | +0.9% | -10.0% | -9.1% |
| 30D | -4.4% | -6.4% | +2.0% | -3.9% |
| 3M | +24.1% | -13.0% | +37.1% | +25.2% |
| 6M | +20.0% | -34.6% | +54.6% | +23.8% |
| YTD | -4.9% | -23.0% | +18.1% | -9.4% |
| 1Y | -4.9% | +16.0% | -20.9% | -23.9% |
| All | -4.9% | +13.9% | -18.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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