-2.9%
SHOP vs ADP
+47.3%
-50.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.8% |
| 7D | -5.4% | +3.2% | -8.7% | -8.3% |
| 30D | -10.3% | +14.9% | -25.2% | -22.5% |
| 3M | +1.0% | +11.6% | -10.6% | -10.1% |
| 6M | +41.2% | +48.5% | -7.2% | -6.5% |
| YTD | -7.5% | +20.6% | -28.1% | -24.0% |
| 1Y | -4.6% | +23.7% | -28.3% | -24.1% |
| 3Y | +146.4% | +47.8% | +98.6% | +53.9% |
| All | -2.9% | +47.3% | -50.2% | -44.8% |
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