-4.9%
SHOP vs ALB
+4.7%
-9.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.3% | +2.0% | +7.1% |
| 7D | -9.0% | -2.1% | -7.0% | -9.0% |
| 30D | -4.4% | -9.0% | +4.6% | -4.3% |
| 3M | +24.1% | -21.1% | +45.2% | +24.7% |
| 6M | +20.0% | -49.9% | +69.9% | +22.4% |
| YTD | -4.9% | -32.3% | +27.4% | -7.2% |
| 1Y | -4.9% | +8.6% | -13.5% | -8.7% |
| All | -4.9% | +4.7% | -9.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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