-1.8%
SHOP vs ADM
+64.7%
-66.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -5.1% | +3.8% | -8.9% | -5.2% |
| 30D | +0.6% | +9.8% | -9.2% | +0.3% |
| 3M | +25.0% | +2.1% | +22.9% | +24.9% |
| 6M | +11.9% | +27.5% | -15.6% | +9.8% |
| YTD | -9.9% | +50.2% | -60.1% | -13.1% |
| 1Y | 0.0% | +40.6% | -40.6% | -3.1% |
| 3Y | +117.5% | +17.2% | +100.3% | +112.1% |
| All | -1.8% | +64.7% | -66.5% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling