-11.2%
SHOP vs ADP
+49.5%
-60.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.4% |
| 7D | -1.2% | +2.2% | -3.4% | -3.3% |
| 30D | -14.7% | +10.6% | -25.3% | -23.3% |
| 3M | -7.2% | +12.9% | -20.1% | -18.3% |
| 6M | +54.2% | +50.6% | +3.5% | +0.6% |
| YTD | -8.6% | +23.2% | -31.8% | -26.5% |
| 1Y | +0.5% | +25.3% | -24.7% | -20.9% |
| 3Y | +135.9% | +47.1% | +88.8% | +49.3% |
| All | -11.2% | +49.5% | -60.7% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling