+2,989.4%
SHOP vs ADP
+270.4%
+2,719.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -4.7% |
| 7D | -10.6% | -5.7% | -5.0% | -6.4% |
| 30D | -18.3% | -3.1% | -15.2% | -16.1% |
| 3M | +14.8% | +15.6% | -0.8% | +2.7% |
| 6M | -5.0% | +20.8% | -25.8% | -18.2% |
| YTD | -21.2% | +4.7% | -26.0% | -24.1% |
| 1Y | -11.6% | -8.3% | -3.3% | -6.3% |
| 3Y | +101.2% | +13.6% | +87.7% | +81.4% |
| 5Y | -15.7% | +45.0% | -60.7% | -34.1% |
| 10Y | +2,989.4% | +279.0% | +2,710.4% | +1,129.0% |
| All | +2,989.4% | +270.4% | +2,719.0% | +1,129.0% |
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