+8,680.0%
SHOP vs ACN
+217.4%
+8,462.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +3.2% |
| 7D | -2.5% | -4.0% | +1.6% | +0.4% |
| 30D | -16.7% | +19.0% | -35.7% | -28.4% |
| 3M | -2.2% | +42.2% | -44.4% | -29.2% |
| 6M | +45.6% | +50.1% | -4.6% | -2.8% |
| YTD | -7.3% | -2.7% | -4.5% | -10.6% |
| 1Y | -6.1% | +7.6% | -13.7% | -18.0% |
| 3Y | +143.3% | -15.9% | +159.2% | +159.4% |
| 5Y | +0.2% | -24.4% | +24.5% | +20.6% |
| 10Y | +3,663.5% | +151.4% | +3,512.1% | +1,672.8% |
| All | +8,680.0% | +217.4% | +8,462.6% | +3,698.8% |
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