-11.2%
SHOP vs ALLY
-10.0%
-1.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | -14.7% | +5.2% | -20.0% | -17.8% |
| 3M | -7.2% | -13.3% | +6.1% | +3.6% |
| 6M | +54.2% | -6.7% | +60.8% | +61.7% |
| YTD | -8.6% | -12.8% | +4.2% | +0.7% |
| 1Y | +0.5% | +0.7% | -0.2% | -1.1% |
| 3Y | +135.9% | +65.2% | +70.7% | +48.3% |
| All | -11.2% | -10.0% | -1.2% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling