+45.3%
SHOP vs ADVB
-97.5%
+142.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +3.6% |
| 7D | -5.4% | -13.9% | +8.5% | -5.5% |
| 30D | -10.3% | -68.1% | +57.8% | -10.9% |
| 3M | +1.0% | -73.4% | +74.4% | +0.3% |
| 6M | +41.2% | -70.8% | +112.0% | +38.3% |
| YTD | -7.5% | -66.1% | +58.6% | -10.3% |
| 1Y | -4.6% | -77.5% | +72.9% | -5.4% |
| All | +45.3% | -97.5% | +142.8% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling