0.0%
SHOP vs ADI
+50.9%
-51.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.8% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | +0.6% | -3.8% | +4.4% | +1.1% |
| 3M | +25.0% | -15.3% | +40.3% | +27.7% |
| 6M | +11.9% | +6.7% | +5.2% | +0.8% |
| YTD | -9.9% | +34.8% | -44.6% | -30.7% |
| 1Y | 0.0% | +49.0% | -49.1% | -29.8% |
| All | 0.0% | +50.9% | -51.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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