+41.2%
SHOP vs AG
-25.7%
+67.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.1% |
| 7D | -5.4% | +6.3% | -11.8% | -6.7% |
| 30D | -10.3% | -8.9% | -1.4% | -8.8% |
| 3M | +1.0% | -12.2% | +13.2% | +2.7% |
| 6M | +41.2% | -28.3% | +69.5% | +45.5% |
| All | +41.2% | -25.7% | +67.0% | +45.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling