-5.6%
SHOP vs ADP
+49.8%
-55.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +1.5% |
| 7D | -5.1% | -3.4% | -1.7% | -1.8% |
| 30D | +0.6% | +2.8% | -2.2% | -2.0% |
| 3M | +25.0% | +20.9% | +4.1% | +2.9% |
| 6M | +11.9% | +29.9% | -18.0% | -14.9% |
| YTD | -9.9% | +9.6% | -19.5% | -18.0% |
| 1Y | 0.0% | -5.3% | +5.2% | +5.4% |
| 3Y | +117.5% | +16.5% | +101.0% | +79.4% |
| All | -5.6% | +49.8% | -55.4% | -42.4% |
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