-6.1%
SHOP vs AR
+11.6%
-17.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +2.1% |
| 7D | -2.5% | +2.1% | -4.5% | -2.1% |
| 30D | -16.7% | +4.5% | -21.2% | -16.0% |
| 3M | -2.2% | +1.0% | -3.2% | -1.7% |
| 6M | +45.6% | +4.4% | +41.1% | +47.7% |
| YTD | -7.3% | +10.9% | -18.2% | -5.4% |
| 1Y | -6.1% | +8.6% | -14.6% | -3.4% |
| All | -6.1% | +11.6% | -17.7% | -3.4% |
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