-2.9%
SHOP vs ACM
-2.7%
-0.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -5.4% | +5.4% | -10.8% | -9.4% |
| 30D | -10.3% | +15.1% | -25.4% | -20.3% |
| 3M | +1.0% | -10.5% | +11.5% | +9.0% |
| 6M | +41.2% | -19.7% | +60.9% | +65.4% |
| YTD | -7.5% | -28.8% | +21.3% | +20.8% |
| 1Y | -4.6% | -47.9% | +43.3% | +67.1% |
| 3Y | +146.4% | -12.4% | +158.8% | +140.7% |
| All | -2.9% | -2.7% | -0.2% | -20.6% |
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