-11.6%
SHOP vs AA
+58.8%
-70.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -5.2% |
| 7D | -10.6% | -0.6% | -10.0% | -10.6% |
| 30D | -18.3% | -1.6% | -16.7% | -18.2% |
| 3M | +14.8% | -29.8% | +44.6% | +21.9% |
| 6M | -5.0% | -16.6% | +11.6% | -5.1% |
| YTD | -21.2% | -4.0% | -17.2% | -25.8% |
| 1Y | -11.6% | +63.5% | -75.1% | -29.4% |
| All | -11.6% | +58.8% | -70.4% | -29.4% |
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