+8,659.4%
SHOP vs ALLY
+129.2%
+8,530.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.4% |
| 7D | -5.4% | +0.9% | -6.4% | -5.8% |
| 30D | -10.3% | +3.1% | -13.4% | -11.5% |
| 3M | +1.0% | -12.6% | +13.6% | +7.9% |
| 6M | +41.2% | -12.4% | +53.7% | +50.5% |
| YTD | -7.5% | -13.2% | +5.7% | -1.1% |
| 1Y | -4.6% | +1.8% | -6.4% | -5.4% |
| 3Y | +146.4% | +58.0% | +88.4% | +99.5% |
| 5Y | -2.5% | -8.4% | +5.9% | -2.5% |
| 10Y | +3,703.6% | +195.3% | +3,508.3% | +2,196.7% |
| All | +8,659.4% | +129.2% | +8,530.2% | +6,540.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling