+8,355.9%
SHOP vs ALK
-37.0%
+8,392.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.8% | -4.9% |
| 7D | -13.9% | +7.1% | -20.9% | -15.8% |
| 30D | -12.6% | -3.0% | -9.6% | -11.9% |
| 3M | -0.3% | -25.6% | +25.3% | +9.8% |
| 6M | +33.6% | +0.5% | +33.1% | +31.2% |
| YTD | -10.7% | -23.1% | +12.4% | -5.5% |
| 1Y | -11.8% | -7.5% | -4.2% | -12.8% |
| 3Y | +133.9% | +15.3% | +118.5% | +109.2% |
| 5Y | -5.9% | -34.8% | +28.9% | +0.1% |
| 10Y | +3,571.8% | -41.2% | +3,612.9% | +3,589.3% |
| All | +8,355.9% | -37.0% | +8,392.8% | +7,874.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling