+3,781.0%
SHOP vs ACN
+148.3%
+3,632.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -1.2% | -3.8% | +2.6% | +1.6% |
| 30D | -14.7% | +16.5% | -31.3% | -25.5% |
| 3M | -7.2% | +41.5% | -48.7% | -32.8% |
| 6M | +54.2% | +60.1% | -5.9% | -3.4% |
| YTD | -8.6% | -3.9% | -4.7% | -10.8% |
| 1Y | +0.5% | +4.1% | -3.6% | -9.6% |
| 3Y | +135.9% | -15.9% | +151.8% | +151.7% |
| 5Y | -11.9% | -26.3% | +14.4% | +8.7% |
| All | +3,781.0% | +148.3% | +3,632.7% | +1,762.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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