+8.1%
SHOP vs ACHR
-46.3%
+54.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -13.2% | -5.4% | -7.8% | -11.8% |
| 30D | -17.0% | -19.7% | +2.7% | -11.8% |
| 3M | +17.0% | +7.9% | +9.1% | +12.0% |
| 6M | -2.1% | -13.8% | +11.6% | -0.8% |
| YTD | -21.4% | -27.5% | +6.2% | -17.3% |
| 1Y | -11.0% | -33.9% | +23.0% | -5.4% |
| 3Y | +100.9% | -20.0% | +120.9% | +72.1% |
| 5Y | -14.7% | -44.0% | +29.3% | -43.7% |
| All | +8.1% | -46.3% | +54.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling