+8,434.7%
SHOP vs ADP
+304.5%
+8,130.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +1.0% |
| 7D | -5.1% | -3.4% | -1.7% | -2.6% |
| 30D | +0.6% | +2.8% | -2.2% | -1.4% |
| 3M | +25.0% | +20.9% | +4.1% | +8.0% |
| 6M | +11.9% | +29.9% | -18.0% | -8.8% |
| YTD | -9.9% | +9.6% | -19.5% | -16.2% |
| 1Y | 0.0% | -5.3% | +5.2% | +3.2% |
| 3Y | +117.5% | +16.5% | +101.0% | +92.3% |
| 5Y | -6.6% | +49.4% | -56.0% | -28.7% |
| 10Y | +3,320.3% | +282.2% | +3,038.1% | +1,318.5% |
| All | +8,434.7% | +304.5% | +8,130.2% | +2,947.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling