+23.9%
SHOP vs ACHR
-43.7%
+67.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | +0.6% | +9.8% | -9.2% | -2.6% |
| 3M | +25.0% | -10.5% | +35.5% | +26.1% |
| 6M | +11.9% | -15.5% | +27.4% | +14.1% |
| YTD | -9.9% | -24.1% | +14.2% | -6.4% |
| 1Y | 0.0% | -32.4% | +32.4% | +5.5% |
| 3Y | +117.5% | -11.6% | +129.1% | +80.6% |
| 5Y | -6.6% | -42.9% | +36.3% | -38.8% |
| All | +23.9% | -43.7% | +67.7% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling