+120.5%
SHOP vs ALLY
+63.1%
+57.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.8% |
| 7D | -5.1% | +3.7% | -8.8% | -7.4% |
| 30D | +0.6% | -2.3% | +2.8% | +2.2% |
| 3M | +25.0% | +3.8% | +21.2% | +21.3% |
| 6M | +11.9% | +9.7% | +2.2% | +3.8% |
| YTD | -9.9% | -1.4% | -8.5% | -9.6% |
| 1Y | 0.0% | +8.2% | -8.3% | -6.4% |
| All | +120.5% | +63.1% | +57.4% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling