-4.6%
SHOP vs ALLY
-1.7%
-2.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.8% |
| 7D | -5.4% | +0.9% | -6.4% | -5.9% |
| 30D | -10.3% | +3.1% | -13.4% | -12.0% |
| 3M | +1.0% | -12.6% | +13.6% | +11.2% |
| 6M | +41.2% | -12.4% | +53.7% | +54.5% |
| YTD | -7.5% | -13.2% | +5.7% | +1.8% |
| 1Y | -4.6% | +1.8% | -6.4% | -9.9% |
| All | -4.6% | -1.7% | -2.9% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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