-6.3%
SHOP vs ADM
+26.2%
-32.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.3% |
| 7D | -5.4% | -9.0% | +3.6% | -9.1% |
| 30D | -10.3% | -14.0% | +3.7% | -16.0% |
| 3M | +1.0% | -9.2% | +10.2% | -2.7% |
| 6M | +41.2% | -9.2% | +50.4% | +36.4% |
| YTD | -7.5% | +24.2% | -31.7% | -1.1% |
| All | -6.3% | +26.2% | -32.5% | +1.4% |
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