-6.3%
SHOP vs AR
+10.2%
-16.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.4% |
| 7D | +2.1% | +6.4% | -4.3% | +3.3% |
| 30D | -16.8% | +3.1% | -20.0% | -16.2% |
| 3M | -2.4% | +3.3% | -5.7% | -1.5% |
| 6M | +47.0% | +6.6% | +40.5% | +49.8% |
| YTD | -8.8% | +12.3% | -21.1% | -6.6% |
| 1Y | -6.3% | +12.3% | -18.6% | -4.1% |
| All | -6.3% | +10.2% | -16.4% | -4.1% |
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