+3,003.4%
SHOP vs ACM
+128.0%
+2,875.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.8% | -7.2% |
| 7D | -4.1% | -0.3% | -3.8% | -3.9% |
| 30D | -11.5% | -12.9% | +1.4% | -5.6% |
| 3M | +21.1% | -6.4% | +27.4% | +23.8% |
| 6M | +3.0% | -29.2% | +32.2% | +21.7% |
| YTD | -16.7% | -29.9% | +13.3% | -1.0% |
| 1Y | -8.3% | -47.3% | +39.0% | +25.6% |
| 3Y | +112.8% | -19.6% | +132.4% | +137.8% |
| 5Y | -9.3% | +5.5% | -14.8% | -7.7% |
| 10Y | +3,003.4% | +129.7% | +2,873.8% | +2,393.7% |
| All | +3,003.4% | +128.0% | +2,875.5% | +2,393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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