-11.2%
SHOP vs ACM
+1.1%
-12.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | -0.2% |
| 7D | -1.2% | +5.6% | -6.9% | -5.7% |
| 30D | -14.7% | +20.8% | -35.6% | -27.2% |
| 3M | -7.2% | +11.4% | -18.6% | -16.2% |
| 6M | +54.2% | +0.9% | +53.2% | +48.1% |
| YTD | -8.6% | -24.8% | +16.2% | +14.0% |
| 1Y | +0.5% | -46.4% | +46.9% | +73.6% |
| 3Y | +135.9% | -9.2% | +145.2% | +125.1% |
| All | -11.2% | +1.1% | -12.3% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling