+3,772.8%
SHOP vs ADM
+127.5%
+3,645.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +2.1% | +0.7% | +1.4% | +2.0% |
| 30D | -16.8% | -14.7% | -2.1% | -14.3% |
| 3M | -2.4% | -10.4% | +8.0% | -0.7% |
| 6M | +47.0% | -10.9% | +58.0% | +49.2% |
| YTD | -8.8% | +26.0% | -34.8% | -15.4% |
| 1Y | -6.3% | +26.5% | -32.7% | -13.3% |
| 3Y | +139.3% | +8.2% | +131.1% | +124.7% |
| 5Y | -12.1% | +24.0% | -36.1% | -24.1% |
| All | +3,772.8% | +127.5% | +3,645.3% | +2,330.9% |
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