+124.0%
SHOP vs ACN
-39.1%
+163.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +1.6% |
| 7D | -5.1% | -1.5% | -3.6% | -4.2% |
| 30D | +0.6% | +9.4% | -8.8% | -5.2% |
| 3M | +25.0% | +5.6% | +19.4% | +18.9% |
| 6M | +11.9% | -9.3% | +21.2% | +18.8% |
| YTD | -9.9% | -29.0% | +19.1% | +13.7% |
| 1Y | 0.0% | -24.7% | +24.6% | +19.7% |
| All | +124.0% | -39.1% | +163.1% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling