+151.9%
SHOP vs ALLE
+93.1%
+58.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +0.9% |
| 7D | -2.7% | -0.6% | -2.0% | -2.3% |
| 30D | -11.0% | +26.6% | -37.6% | -20.4% |
| 3M | +0.3% | +13.2% | -12.9% | -5.3% |
| 6M | +37.7% | +42.9% | -5.2% | +16.0% |
| YTD | -5.5% | +21.0% | -26.6% | -15.1% |
| 1Y | -0.2% | +15.2% | -15.4% | -7.5% |
| 3Y | +151.9% | +95.6% | +56.3% | +73.6% |
| All | +151.9% | +93.1% | +58.8% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling