+43.5%
SHOP vs ADVB
-96.8%
+140.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -23.6% | +23.8% | +0.1% |
| 7D | -1.2% | +27.8% | -29.0% | -1.0% |
| 30D | -14.7% | -50.8% | +36.0% | -15.0% |
| 3M | -7.2% | -70.5% | +63.3% | -7.8% |
| 6M | +54.2% | -46.7% | +100.9% | +50.4% |
| YTD | -8.6% | -56.7% | +48.1% | -11.2% |
| 1Y | +0.5% | -71.8% | +72.3% | -0.1% |
| All | +43.5% | -96.8% | +140.4% | +97.0% |
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