-2.9%
SHOP vs ALK
-34.8%
+31.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.3% |
| 7D | -5.4% | +9.0% | -14.5% | -9.7% |
| 30D | -10.3% | -1.6% | -8.7% | -9.9% |
| 3M | +1.0% | -23.2% | +24.2% | +15.3% |
| 6M | +41.2% | -3.9% | +45.1% | +39.7% |
| YTD | -7.5% | -22.6% | +15.1% | -0.4% |
| 1Y | -4.6% | -5.3% | +0.7% | -10.2% |
| 3Y | +146.4% | +18.6% | +127.8% | +64.9% |
| All | -2.9% | -34.8% | +31.8% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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