+40.3%
SHOP vs ADVB
-97.6%
+137.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.5% | +3.5% | -6.1% |
| 7D | -13.9% | -28.0% | +14.2% | -14.0% |
| 30D | -12.6% | -70.2% | +57.6% | -13.2% |
| 3M | -0.3% | -76.1% | +75.7% | -1.2% |
| 6M | +33.6% | -72.3% | +105.9% | +30.8% |
| YTD | -10.7% | -67.5% | +56.8% | -13.4% |
| 1Y | -11.8% | -78.6% | +66.8% | -12.5% |
| All | +40.3% | -97.6% | +137.9% | +92.1% |
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