-7.7%
SHOP vs AR
+9.7%
-17.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -0.8% |
| 7D | +2.8% | -5.8% | +8.6% | +1.8% |
| 30D | -14.2% | +4.8% | -19.0% | -13.4% |
| 3M | -5.5% | +1.5% | -7.0% | -5.0% |
| 6M | +32.8% | +4.7% | +28.1% | +34.6% |
| YTD | -8.9% | +9.2% | -18.1% | -7.4% |
| 1Y | -7.7% | +11.2% | -18.9% | -7.0% |
| All | -7.7% | +9.7% | -17.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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