-8.3%
SHOP vs ALB
+59.9%
-68.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.2% | -7.8% |
| 7D | -4.1% | -4.4% | +0.3% | -3.8% |
| 30D | -11.5% | -1.2% | -10.4% | -11.6% |
| 3M | +21.1% | -13.3% | +34.4% | +22.3% |
| 6M | +3.0% | -19.8% | +22.8% | +2.8% |
| YTD | -16.7% | -7.9% | -8.8% | -20.1% |
| 1Y | -8.3% | +60.2% | -68.4% | -21.4% |
| All | -8.3% | +59.9% | -68.1% | -21.4% |
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