-4.9%
SHOP vs AGI
-1.1%
-3.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +10.8% | -3.4% | +4.1% |
| 7D | -9.0% | -5.3% | -3.8% | -7.9% |
| 30D | -4.4% | -7.1% | +2.7% | -2.8% |
| 3M | +24.1% | +4.4% | +19.7% | +22.2% |
| 6M | +20.0% | -23.0% | +43.0% | +25.9% |
| YTD | -4.9% | -22.0% | +17.1% | -3.7% |
| 1Y | -4.9% | +0.3% | -5.2% | -14.8% |
| All | -4.9% | -1.1% | -3.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling