+3,781.0%
SHOP vs ADP
+322.2%
+3,458.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -2.8% |
| 30D | -14.7% | +10.6% | -25.3% | -21.4% |
| 3M | -7.2% | +12.9% | -20.1% | -15.8% |
| 6M | +54.2% | +50.6% | +3.5% | +12.0% |
| YTD | -8.6% | +23.2% | -31.8% | -22.7% |
| 1Y | +0.5% | +25.3% | -24.7% | -16.2% |
| 3Y | +135.9% | +47.1% | +88.8% | +73.7% |
| 5Y | -11.9% | +50.1% | -61.9% | -34.5% |
| All | +3,781.0% | +322.2% | +3,458.8% | +1,503.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling