-11.2%
SHOP vs ACGL
+173.3%
-184.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.2% | +2.2% | -3.4% | -1.8% |
| 30D | -14.7% | +12.3% | -27.0% | -17.4% |
| 3M | -7.2% | +11.8% | -19.0% | -10.1% |
| 6M | +54.2% | +17.5% | +36.7% | +47.4% |
| YTD | -8.6% | +14.3% | -22.9% | -12.6% |
| 1Y | +0.5% | +18.2% | -17.7% | -4.9% |
| 3Y | +135.9% | +33.2% | +102.8% | +109.8% |
| All | -11.2% | +173.3% | -184.5% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling