-2.9%
SHOP vs AG
+12.9%
-15.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.2% |
| 7D | -5.4% | +6.3% | -11.8% | -6.5% |
| 30D | -10.3% | -8.9% | -1.4% | -8.6% |
| 3M | +1.0% | -12.2% | +13.2% | +3.0% |
| 6M | +41.2% | -28.3% | +69.5% | +48.3% |
| YTD | -7.5% | -8.8% | +1.3% | -9.6% |
| 1Y | -4.6% | +39.4% | -43.9% | -15.1% |
| 3Y | +146.4% | +229.4% | -83.0% | +68.5% |
| All | -2.9% | +12.9% | -15.9% | -11.8% |
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