+7,358.2%
SHOP vs AJG
+514.9%
+6,843.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -3.5% |
| 7D | -10.6% | -7.4% | -3.2% | -5.6% |
| 30D | -18.3% | -3.0% | -15.3% | -16.6% |
| 3M | +14.8% | +12.8% | +2.0% | +5.5% |
| 6M | -5.0% | +12.8% | -17.9% | -13.0% |
| YTD | -21.2% | -4.7% | -16.5% | -19.9% |
| 1Y | -11.6% | -17.2% | +5.6% | -2.0% |
| 3Y | +101.2% | +10.2% | +91.0% | +68.4% |
| 5Y | -15.7% | +76.9% | -92.6% | -51.4% |
| 10Y | +2,989.4% | +480.5% | +2,508.9% | +605.2% |
| All | +7,358.2% | +514.9% | +6,843.4% | +1,563.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling