+139.4%
SHOP vs ACGL
+33.2%
+106.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -16.7% | +12.4% | -29.1% | -17.9% |
| 3M | -2.2% | +11.1% | -13.3% | -3.5% |
| 6M | +45.6% | +16.3% | +29.2% | +43.2% |
| YTD | -7.3% | +13.8% | -21.1% | -9.0% |
| 1Y | -6.1% | +20.4% | -26.5% | -8.9% |
| All | +139.4% | +33.2% | +106.2% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling