+8,355.9%
SHOP vs ACGL
+435.9%
+7,920.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.0% |
| 7D | -13.9% | +6.4% | -20.2% | -15.5% |
| 30D | -12.6% | +16.6% | -29.2% | -16.8% |
| 3M | -0.3% | +11.6% | -11.9% | -3.8% |
| 6M | +33.6% | +17.5% | +16.1% | +26.6% |
| YTD | -10.7% | +15.3% | -26.0% | -15.4% |
| 1Y | -11.8% | +26.3% | -38.1% | -19.0% |
| 3Y | +133.9% | +35.9% | +97.9% | +105.1% |
| 5Y | -5.9% | +168.2% | -174.1% | -37.6% |
| 10Y | +3,571.8% | +352.0% | +3,219.8% | +1,669.6% |
| All | +8,355.9% | +435.9% | +7,920.0% | +3,657.7% |
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