+8,434.7%
SHOP vs ADM
+124.5%
+8,310.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.1% | +3.8% | -8.9% | -6.0% |
| 30D | +0.6% | +9.8% | -9.2% | -1.9% |
| 3M | +25.0% | +2.1% | +22.9% | +23.8% |
| 6M | +11.9% | +27.5% | -15.6% | +3.5% |
| YTD | -9.9% | +50.2% | -60.1% | -20.8% |
| 1Y | 0.0% | +40.6% | -40.6% | -10.9% |
| 3Y | +117.5% | +17.2% | +100.3% | +100.5% |
| 5Y | -6.6% | +61.9% | -68.5% | -27.7% |
| 10Y | +3,320.3% | +159.3% | +3,161.0% | +1,856.5% |
| All | +8,434.7% | +124.5% | +8,310.2% | +5,856.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling