+2,989.4%
SHOP vs ADM
+171.4%
+2,818.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -5.9% |
| 7D | -10.6% | +1.4% | -12.0% | -10.9% |
| 30D | -18.3% | +8.2% | -26.5% | -19.6% |
| 3M | +14.8% | +8.7% | +6.1% | +12.4% |
| 6M | -5.0% | +29.1% | -34.1% | -11.0% |
| YTD | -21.2% | +53.7% | -74.9% | -29.5% |
| 1Y | -11.6% | +43.2% | -54.8% | -19.7% |
| 3Y | +101.2% | +21.4% | +79.8% | +87.2% |
| 5Y | -15.7% | +67.1% | -82.8% | -32.4% |
| 10Y | +2,989.4% | +176.6% | +2,812.8% | +1,790.5% |
| All | +2,989.4% | +171.4% | +2,818.0% | +1,790.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling