+619.7%
SHOP vs ALC
+26.4%
+593.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.0% |
| 7D | +2.1% | -6.2% | +8.3% | +6.7% |
| 30D | -16.8% | +14.0% | -30.9% | -24.4% |
| 3M | -2.4% | -2.4% | 0.0% | -1.0% |
| 6M | +47.0% | +12.6% | +34.4% | +33.5% |
| YTD | -8.8% | -8.4% | -0.4% | -4.8% |
| 1Y | -6.3% | -9.1% | +2.9% | -1.5% |
| 3Y | +139.3% | -0.3% | +139.6% | +120.1% |
| 5Y | -12.1% | -9.9% | -2.2% | -11.0% |
| All | +619.7% | +26.4% | +593.3% | +501.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling