+3,569.5%
SHOP vs ADP
+329.7%
+3,239.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.5% |
| 7D | -5.4% | +3.2% | -8.7% | -7.7% |
| 30D | -10.3% | +14.9% | -25.2% | -19.8% |
| 3M | +1.0% | +11.6% | -10.6% | -7.5% |
| 6M | +41.2% | +48.5% | -7.2% | +3.9% |
| YTD | -7.5% | +20.6% | -28.1% | -20.4% |
| 1Y | -4.6% | +23.7% | -28.3% | -19.6% |
| 3Y | +146.4% | +47.8% | +98.6% | +80.9% |
| 5Y | -2.5% | +47.7% | -50.3% | -26.6% |
| All | +3,569.5% | +329.7% | +3,239.8% | +1,468.5% |
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