+146.4%
SHOP vs ADM
+6.1%
+140.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.6% |
| 7D | -5.4% | -9.0% | +3.6% | -5.8% |
| 30D | -10.3% | -14.0% | +3.7% | -11.0% |
| 3M | +1.0% | -9.2% | +10.2% | +0.4% |
| 6M | +41.2% | -9.2% | +50.4% | +40.2% |
| YTD | -7.5% | +24.2% | -31.7% | -9.9% |
| 1Y | -4.6% | +27.0% | -31.5% | -7.4% |
| 3Y | +146.4% | +6.6% | +139.8% | +142.6% |
| All | +146.4% | +6.1% | +140.3% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling