+8,434.7%
SHOP vs AA
+70.1%
+8,364.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | +0.6% | +5.0% | -4.4% | -1.0% |
| 3M | +25.0% | -35.8% | +60.9% | +39.1% |
| 6M | +11.9% | -18.4% | +30.3% | +14.8% |
| YTD | -9.9% | -5.5% | -4.4% | -11.9% |
| 1Y | 0.0% | +61.0% | -61.0% | -16.3% |
| 3Y | +117.5% | +66.2% | +51.3% | +74.5% |
| 5Y | -6.6% | +11.4% | -18.0% | -20.2% |
| 10Y | +3,320.3% | +116.9% | +3,203.4% | +2,009.3% |
| All | +8,434.7% | +70.1% | +8,364.6% | +4,661.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling