-11.2%
SHOP vs AGI
+9.2%
-20.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -11.2% | -2.7% | -8.5% | -10.6% |
| 30D | -14.4% | +7.2% | -21.6% | -16.0% |
| 3M | +16.6% | +4.3% | +12.3% | +14.2% |
| 6M | -0.6% | -27.1% | +26.5% | +5.1% |
| YTD | -20.0% | -6.6% | -13.4% | -21.3% |
| 1Y | -11.2% | +9.5% | -20.7% | -18.1% |
| All | -11.2% | +9.2% | -20.4% | -18.1% |
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