-6.3%
SHOP vs ACN
+5.4%
-11.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | +2.1% | -5.7% | +7.8% | +4.4% |
| 30D | -16.8% | +17.0% | -33.9% | -22.6% |
| 3M | -2.4% | +39.9% | -42.3% | -17.1% |
| 6M | +47.0% | +50.2% | -3.2% | +19.6% |
| YTD | -8.8% | -4.2% | -4.7% | -8.5% |
| 1Y | -6.3% | +4.3% | -10.6% | -6.6% |
| All | -6.3% | +5.4% | -11.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling