+8,434.7%
SHOP vs ACN
+131.8%
+8,302.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +2.2% |
| 7D | -5.1% | -1.5% | -3.6% | -3.9% |
| 30D | +0.6% | +9.4% | -8.8% | -6.9% |
| 3M | +25.0% | +5.6% | +19.4% | +15.3% |
| 6M | +11.9% | -9.3% | +21.2% | +17.4% |
| YTD | -9.9% | -29.0% | +19.1% | +15.9% |
| 1Y | 0.0% | -24.7% | +24.6% | +20.7% |
| 3Y | +117.5% | -39.8% | +157.3% | +216.2% |
| 5Y | -6.6% | -40.9% | +34.3% | +42.1% |
| 10Y | +3,320.3% | +91.1% | +3,229.2% | +1,989.1% |
| All | +8,434.7% | +131.8% | +8,302.9% | +4,825.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling