-2.9%
SHOP vs ALC
-11.2%
+8.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +5.2% |
| 7D | -5.4% | +4.9% | -10.3% | -8.9% |
| 30D | -10.3% | +19.0% | -29.3% | -22.0% |
| 3M | +1.0% | +7.8% | -6.8% | -5.2% |
| 6M | +41.2% | +14.6% | +26.7% | +24.8% |
| YTD | -7.5% | -4.4% | -3.0% | -6.0% |
| 1Y | -4.6% | +1.4% | -6.0% | -8.1% |
| 3Y | +146.4% | +2.5% | +143.9% | +107.6% |
| All | -2.9% | -11.2% | +8.3% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling