-4.3%
SHOP vs ADM
+26.0%
-30.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.0% |
| 7D | -2.7% | -7.8% | +5.2% | -5.8% |
| 30D | -11.0% | -12.6% | +1.6% | -16.0% |
| 3M | +0.3% | -8.2% | +8.6% | -2.9% |
| 6M | +37.7% | -8.9% | +46.6% | +33.2% |
| YTD | -5.5% | +24.0% | -29.5% | +0.9% |
| All | -4.3% | +26.0% | -30.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling