+120.5%
SHOP vs ACM
-21.7%
+142.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | -5.1% | -3.7% | -1.4% | -2.5% |
| 30D | +0.6% | -11.1% | +11.7% | +8.4% |
| 3M | +25.0% | -8.0% | +33.0% | +30.5% |
| 6M | +11.9% | -29.7% | +41.6% | +44.4% |
| YTD | -9.9% | -29.4% | +19.5% | +15.5% |
| 1Y | 0.0% | -46.4% | +46.4% | +60.5% |
| All | +120.5% | -21.7% | +142.2% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling