-4.9%
SHOP vs AJG
+19.3%
-24.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.5% | +1.9% | +5.4% |
| 7D | -9.0% | +10.7% | -19.8% | -12.0% |
| 30D | -4.4% | +26.9% | -31.3% | -12.1% |
| 3M | +24.1% | +16.6% | +7.5% | +18.0% |
| 6M | +20.0% | +40.1% | -20.2% | +8.7% |
| YTD | -4.9% | +12.4% | -17.4% | -16.2% |
| 1Y | -4.9% | +15.9% | -20.8% | -15.6% |
| All | -4.9% | +19.3% | -24.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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