+3,557.0%
SHOP vs AA
+45.1%
+3,512.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -2.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | -14.2% | -5.0% | -9.2% | -13.0% |
| 3M | -5.5% | -22.2% | +16.7% | +0.3% |
| 6M | +32.8% | -36.3% | +69.1% | +46.2% |
| YTD | -8.9% | -24.2% | +15.3% | -5.9% |
| 1Y | -7.7% | +3.9% | -11.6% | -12.9% |
| 3Y | +139.0% | +67.6% | +71.4% | +92.3% |
| 5Y | -0.5% | -8.8% | +8.3% | -9.7% |
| 10Y | +3,557.0% | +45.0% | +3,512.1% | +2,614.1% |
| All | +3,557.0% | +45.1% | +3,512.0% | +2,614.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling