+3,003.4%
SHOP vs AG
+57.4%
+2,946.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.5% | -7.4% |
| 7D | -4.1% | +4.5% | -8.6% | -4.7% |
| 30D | -11.5% | +12.9% | -24.4% | -13.3% |
| 3M | +21.1% | +20.9% | +0.1% | +17.0% |
| 6M | +3.0% | -19.5% | +22.5% | +4.9% |
| YTD | -16.7% | +24.8% | -41.5% | -21.4% |
| 1Y | -8.3% | +120.2% | -128.5% | -21.2% |
| 3Y | +112.8% | +279.0% | -166.2% | +61.5% |
| 5Y | -9.3% | +67.9% | -77.2% | -25.4% |
| 10Y | +3,003.4% | +57.5% | +2,946.0% | +2,466.0% |
| All | +3,003.4% | +57.4% | +2,946.1% | +2,466.0% |
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