+7,358.2%
SHOP vs ALNY
+119.8%
+7,238.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.2% |
| 7D | -10.6% | -3.5% | -7.1% | -9.7% |
| 30D | -18.3% | +18.9% | -37.2% | -22.2% |
| 3M | +14.8% | -13.3% | +28.2% | +17.3% |
| 6M | -5.0% | -20.3% | +15.2% | -1.1% |
| YTD | -21.2% | -35.1% | +13.9% | -13.7% |
| 1Y | -11.6% | -46.5% | +34.9% | +1.7% |
| 3Y | +101.2% | +28.1% | +73.1% | +73.6% |
| 5Y | -15.7% | +36.1% | -51.8% | -30.7% |
| 10Y | +2,989.4% | +269.7% | +2,719.7% | +1,864.7% |
| All | +7,358.2% | +119.8% | +7,238.4% | +5,870.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling