+8,659.4%
SHOP vs ALB
+86.1%
+8,573.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +74.6% |
| YTD | -7.5% | -29.2% | +21.7% | -2.2% |
| 1Y | -4.6% | +10.0% | -14.6% | -16.0% |
| 3Y | +146.4% | -12.9% | +159.3% | +109.8% |
| 5Y | -2.5% | -61.3% | +58.7% | +14.7% |
| 10Y | +3,703.6% | +35.8% | +3,667.8% | +2,397.4% |
| All | +8,659.4% | +86.1% | +8,573.3% | +4,207.8% |
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