-11.2%
SHOP vs AJG
-17.2%
+6.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.1% |
| 7D | -11.2% | -8.3% | -3.0% | -8.9% |
| 30D | -14.4% | -5.7% | -8.7% | -12.8% |
| 3M | +16.6% | +9.1% | +7.5% | +16.2% |
| 6M | -0.6% | +15.2% | -15.8% | -1.8% |
| YTD | -20.0% | -6.3% | -13.7% | -25.0% |
| 1Y | -11.2% | -19.1% | +7.9% | -18.1% |
| All | -11.2% | -17.2% | +6.0% | -18.1% |
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