-4.6%
SHOP vs ALLE
+13.1%
-17.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.8% |
| 7D | -5.4% | -0.6% | -4.9% | -5.2% |
| 30D | -10.3% | +25.3% | -35.7% | -13.8% |
| 3M | +1.0% | +10.3% | -9.3% | -0.5% |
| 6M | +41.2% | +38.0% | +3.2% | +35.5% |
| YTD | -7.5% | +17.8% | -25.3% | -13.3% |
| 1Y | -4.6% | +13.6% | -18.2% | -9.4% |
| All | -4.6% | +13.1% | -17.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling