+8,434.7%
SHOP vs ALLE
+187.3%
+8,247.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.2% |
| 7D | -5.1% | -0.2% | -4.9% | -4.9% |
| 30D | +0.6% | -6.8% | +7.4% | +5.2% |
| 3M | +25.0% | +21.0% | +4.0% | +9.7% |
| 6M | +11.9% | +1.1% | +10.8% | +9.7% |
| YTD | -9.9% | -0.5% | -9.3% | -11.8% |
| 1Y | 0.0% | -7.3% | +7.2% | +2.2% |
| 3Y | +117.5% | +42.3% | +75.2% | +63.7% |
| 5Y | -6.6% | +13.5% | -20.1% | -19.9% |
| 10Y | +3,320.3% | +144.0% | +3,176.3% | +1,655.6% |
| All | +8,434.7% | +187.3% | +8,247.4% | +3,866.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling