-2.9%
SHOP vs ALB
-61.7%
+58.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.3% |
| 7D | -5.4% | +9.1% | -14.5% | -8.3% |
| 30D | -10.3% | -3.4% | -6.9% | -9.4% |
| 3M | +1.0% | -20.6% | +21.6% | +8.6% |
| 6M | +41.2% | -48.2% | +89.4% | +75.0% |
| YTD | -7.5% | -29.2% | +21.7% | -2.9% |
| 1Y | -4.6% | +10.0% | -14.6% | -17.9% |
| 3Y | +146.4% | -12.9% | +159.3% | +99.9% |
| All | -2.9% | -61.7% | +58.8% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling