+8,434.7%
SHOP vs ALB
+136.0%
+8,298.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.0% |
| 7D | -5.1% | -8.1% | +3.0% | -2.3% |
| 30D | +0.6% | +6.3% | -5.7% | -2.0% |
| 3M | +25.0% | -23.6% | +48.6% | +35.9% |
| 6M | +11.9% | -24.6% | +36.5% | +19.3% |
| YTD | -9.9% | -10.3% | +0.4% | -11.9% |
| 1Y | 0.0% | +61.5% | -61.5% | -24.3% |
| 3Y | +117.5% | -34.0% | +151.5% | +114.1% |
| 5Y | -6.6% | -44.6% | +37.9% | -2.7% |
| 10Y | +3,320.3% | +76.1% | +3,244.2% | +1,948.9% |
| All | +8,434.7% | +136.0% | +8,298.7% | +3,779.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling