-7.7%
SHOP vs ADVB
-73.6%
+65.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -3.5% |
| 7D | +2.8% | -4.1% | +6.9% | +2.7% |
| 30D | -14.2% | -60.3% | +46.1% | -16.2% |
| 3M | -5.5% | -73.3% | +67.8% | -8.6% |
| 6M | +32.8% | -65.9% | +98.7% | +28.7% |
| YTD | -8.9% | -63.9% | +54.9% | -11.5% |
| 1Y | -7.7% | -74.1% | +66.4% | -6.7% |
| All | -7.7% | -73.6% | +65.9% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling