+8,434.7%
SHOP vs ACGL
+375.4%
+8,059.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | +0.6% | -1.0% | +1.6% | +0.9% |
| 3M | +25.0% | +11.0% | +14.0% | +20.8% |
| 6M | +11.9% | -0.3% | +12.2% | +11.6% |
| YTD | -9.9% | +2.3% | -12.1% | -11.3% |
| 1Y | 0.0% | +6.4% | -6.4% | -3.3% |
| 3Y | +117.5% | +34.0% | +83.5% | +89.6% |
| 5Y | -6.6% | +161.6% | -168.3% | -37.8% |
| 10Y | +3,320.3% | +278.6% | +3,041.7% | +1,684.7% |
| All | +8,434.7% | +375.4% | +8,059.3% | +3,841.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling