-4.9%
SHOP vs ALNY
-62.5%
+57.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.2% |
| 7D | -9.0% | -30.7% | +21.7% | -4.1% |
| 30D | -4.4% | -26.7% | +22.3% | -0.3% |
| 3M | +24.1% | -26.4% | +50.6% | +29.2% |
| 6M | +20.0% | -45.9% | +65.9% | +29.3% |
| YTD | -4.9% | -59.5% | +54.6% | +0.3% |
| 1Y | -4.9% | -62.0% | +57.0% | +1.0% |
| All | -4.9% | -62.5% | +57.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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