+3,663.5%
SHOP vs AG
+72.5%
+3,591.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | -2.5% | -4.0% | +1.6% | -1.8% |
| 30D | -16.7% | -13.1% | -3.7% | -14.9% |
| 3M | -2.2% | -22.0% | +19.8% | +1.2% |
| 6M | +45.6% | -37.3% | +82.8% | +54.5% |
| YTD | -7.3% | -11.2% | +3.9% | -8.1% |
| 1Y | -6.1% | +23.9% | -30.0% | -11.8% |
| 3Y | +143.3% | +225.1% | -81.8% | +90.2% |
| 5Y | +0.2% | +7.7% | -7.6% | -12.5% |
| 10Y | +3,663.5% | +86.9% | +3,576.6% | +2,794.2% |
| All | +3,663.5% | +72.5% | +3,591.0% | +2,794.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling