+3,647.2%
SHOP vs AG
+77.4%
+3,569.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +1.4% |
| 7D | -2.7% | +10.8% | -13.5% | -4.1% |
| 30D | -11.0% | -8.2% | -2.8% | -9.9% |
| 3M | +0.3% | -13.7% | +14.0% | +2.1% |
| 6M | +37.7% | -27.3% | +65.0% | +42.8% |
| YTD | -5.5% | -4.6% | -1.0% | -7.4% |
| 1Y | -0.2% | +39.4% | -39.6% | -7.9% |
| 3Y | +151.9% | +244.1% | -92.2% | +95.1% |
| 5Y | -2.2% | +16.8% | -19.0% | -15.6% |
| 10Y | +3,647.2% | +71.7% | +3,575.5% | +2,721.7% |
| All | +3,647.2% | +77.4% | +3,569.8% | +2,721.7% |
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