-9.3%
SHOP vs ACN
-42.9%
+33.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -4.1% |
| 7D | -4.1% | -4.8% | +0.7% | +0.1% |
| 30D | -11.5% | +1.9% | -13.4% | -13.2% |
| 3M | +21.1% | +3.9% | +17.2% | +13.4% |
| 6M | +3.0% | -15.0% | +18.0% | +16.4% |
| YTD | -16.7% | -31.9% | +15.2% | +15.4% |
| 1Y | -8.3% | -28.5% | +20.2% | +19.4% |
| 3Y | +112.8% | -41.9% | +154.7% | +229.9% |
| 5Y | -9.3% | -42.9% | +33.6% | +47.0% |
| All | -9.3% | -42.9% | +33.7% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling