-4.6%
SHOP vs ACGL
+22.6%
-27.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +3.3% |
| 7D | -5.4% | +0.9% | -6.3% | -5.3% |
| 30D | -10.3% | +13.7% | -24.0% | -8.9% |
| 3M | +1.0% | +8.0% | -7.1% | +1.8% |
| 6M | +41.2% | +13.3% | +27.9% | +46.6% |
| YTD | -7.5% | +11.8% | -19.3% | -5.6% |
| 1Y | -4.6% | +22.2% | -26.8% | +3.4% |
| All | -4.6% | +22.6% | -27.2% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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