+120.5%
SHOP vs ALB
-34.0%
+154.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.5% |
| 7D | -5.1% | -8.1% | +3.0% | -3.3% |
| 30D | +0.6% | +6.3% | -5.7% | -1.1% |
| 3M | +25.0% | -23.6% | +48.6% | +32.2% |
| 6M | +11.9% | -24.6% | +36.5% | +16.6% |
| YTD | -9.9% | -10.3% | +0.4% | -11.8% |
| 1Y | 0.0% | +61.5% | -61.5% | -18.9% |
| All | +120.5% | -34.0% | +154.5% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling