-4.2%
SHOP vs AA
-14.6%
+10.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.6% |
| 7D | -5.4% | +0.9% | -6.3% | -5.6% |
| 30D | -10.3% | -6.7% | -3.6% | -8.2% |
| 3M | +1.0% | -16.3% | +17.3% | +6.5% |
| 6M | +41.2% | -37.1% | +78.3% | +61.0% |
| YTD | -7.5% | -25.0% | +17.5% | -4.1% |
| 1Y | -4.6% | +8.6% | -13.2% | -15.2% |
| 3Y | +146.4% | +57.2% | +89.2% | +75.2% |
| All | -4.2% | -14.6% | +10.3% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling