-4.9%
SHOP vs ADI
+76.5%
-81.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.2% | +10.6% | +7.6% |
| 7D | -9.0% | -5.1% | -3.9% | -8.6% |
| 30D | -4.4% | -3.1% | -1.4% | -4.2% |
| 3M | +24.1% | +7.1% | +17.0% | +23.3% |
| 6M | +20.0% | +2.9% | +17.1% | +17.2% |
| YTD | -4.9% | +51.1% | -56.1% | -27.8% |
| 1Y | -4.9% | +79.3% | -84.2% | -38.3% |
| All | -4.9% | +76.5% | -81.4% | -38.3% |
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