+41.6%
SHOP vs ADVB
-88.3%
+129.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | -5.1% | -3.8% | -1.3% | -5.1% |
| 30D | +0.6% | +17.6% | -17.0% | +0.7% |
| 3M | +25.0% | +119.1% | -94.1% | +22.8% |
| 6M | +11.9% | +103.4% | -91.5% | +8.6% |
| YTD | -9.9% | +59.8% | -69.7% | -11.8% |
| 1Y | 0.0% | +8.5% | -8.6% | -1.6% |
| All | +41.6% | -88.3% | +129.9% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling