+0.2%
SHOP vs ALK
-28.7%
+28.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | -2.5% | +2.6% | -5.0% | -3.8% |
| 30D | -16.7% | +7.8% | -24.5% | -20.3% |
| 3M | -2.2% | -15.2% | +13.0% | +6.1% |
| 6M | +45.6% | +5.0% | +40.5% | +36.9% |
| YTD | -7.3% | -18.4% | +11.2% | -3.0% |
| 1Y | -6.1% | -2.4% | -3.7% | -12.7% |
| 3Y | +143.3% | +19.8% | +123.6% | +64.6% |
| 5Y | +0.2% | -27.8% | +27.9% | -1.4% |
| All | +0.2% | -28.7% | +28.8% | -1.4% |
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