-5.6%
SHOP vs AG
+64.2%
-69.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.1% |
| 7D | -5.1% | +1.0% | -6.1% | -5.3% |
| 30D | +0.6% | +19.2% | -18.6% | -3.2% |
| 3M | +25.0% | +6.2% | +18.9% | +22.5% |
| 6M | +11.9% | -26.7% | +38.6% | +16.6% |
| YTD | -9.9% | +26.1% | -36.0% | -17.2% |
| 1Y | 0.0% | +131.7% | -131.7% | -20.2% |
| 3Y | +117.5% | +255.3% | -137.8% | +47.0% |
| All | -5.6% | +64.2% | -69.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling