-11.2%
SHOP vs AR
+99.4%
-110.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | +7.4% | -8.6% | -2.8% |
| 30D | -14.7% | +5.8% | -20.5% | -16.1% |
| 3M | -7.2% | +5.2% | -12.4% | -8.9% |
| 6M | +54.2% | +5.4% | +48.7% | +50.3% |
| YTD | -8.6% | +12.4% | -21.0% | -13.5% |
| 1Y | +0.5% | +12.8% | -12.3% | -5.2% |
| 3Y | +135.9% | +47.2% | +88.8% | +104.8% |
| All | -11.2% | +99.4% | -110.6% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling