-11.6%
SHOP vs ADP
-8.7%
-2.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -4.7% |
| 7D | -10.6% | -5.7% | -5.0% | -6.7% |
| 30D | -18.3% | -3.1% | -15.2% | -16.2% |
| 3M | +14.8% | +15.6% | -0.8% | +4.2% |
| 6M | -5.0% | +20.8% | -25.8% | -15.8% |
| YTD | -21.2% | +4.7% | -26.0% | -26.6% |
| 1Y | -11.6% | -8.3% | -3.3% | -11.0% |
| All | -11.6% | -8.7% | -2.9% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling