+48.4%
SHOP vs ADVB
-97.4%
+145.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +2.1% |
| 7D | -2.7% | -1.2% | -1.5% | -2.7% |
| 30D | -11.0% | -61.4% | +50.4% | -11.5% |
| 3M | +0.3% | -67.8% | +68.1% | -0.3% |
| 6M | +37.7% | -66.9% | +104.6% | +34.8% |
| YTD | -5.5% | -64.9% | +59.4% | -8.4% |
| 1Y | -0.2% | -74.8% | +74.5% | -1.5% |
| All | +48.4% | -97.4% | +145.8% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling