+8,434.7%
SHOP vs AG
+306.9%
+8,127.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.3% |
| 7D | -5.1% | +1.0% | -6.1% | -5.2% |
| 30D | +0.6% | +19.2% | -18.6% | -1.9% |
| 3M | +25.0% | +6.2% | +18.9% | +23.4% |
| 6M | +11.9% | -26.7% | +38.6% | +15.0% |
| YTD | -9.9% | +26.1% | -36.0% | -14.3% |
| 1Y | 0.0% | +131.7% | -131.7% | -12.7% |
| 3Y | +117.5% | +255.3% | -137.9% | +73.7% |
| 5Y | -6.6% | +61.9% | -68.6% | -20.8% |
| 10Y | +3,320.3% | +72.0% | +3,248.3% | +2,598.8% |
| All | +8,434.7% | +306.9% | +8,127.8% | +6,743.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling