-11.2%
SHOP vs AGI
+243.7%
-255.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.2% | -10.1% | +8.9% | +1.5% |
| 30D | -14.7% | -6.5% | -8.2% | -13.4% |
| 3M | -7.2% | -12.8% | +5.6% | -4.4% |
| 6M | +54.2% | -34.3% | +88.5% | +68.7% |
| YTD | -8.6% | -25.6% | +17.0% | -4.3% |
| 1Y | +0.5% | -14.2% | +14.7% | +1.6% |
| 3Y | +135.9% | +127.3% | +8.7% | +69.1% |
| All | -11.2% | +243.7% | -255.0% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling