+8,659.4%
SHOP vs ACM
+109.6%
+8,549.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -5.4% | +5.4% | -10.8% | -7.9% |
| 30D | -10.3% | +15.1% | -25.4% | -16.6% |
| 3M | +1.0% | -10.5% | +11.5% | +5.8% |
| 6M | +41.2% | -19.7% | +60.9% | +55.1% |
| YTD | -7.5% | -28.8% | +21.3% | +8.4% |
| 1Y | -4.6% | -47.9% | +43.3% | +30.2% |
| 3Y | +146.4% | -12.4% | +158.8% | +162.7% |
| 5Y | -2.5% | +0.6% | -3.1% | 0.0% |
| 10Y | +3,703.6% | +161.3% | +3,542.3% | +2,416.3% |
| All | +8,659.4% | +109.6% | +8,549.8% | +5,482.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling