+8,659.4%
SHOP vs AR
-11.9%
+8,671.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.7% |
| 7D | -5.4% | -14.3% | +8.8% | -3.8% |
| 30D | -10.3% | +1.4% | -11.7% | -10.6% |
| 3M | +1.0% | +3.4% | -2.4% | +0.2% |
| 6M | +41.2% | -2.1% | +43.3% | +40.6% |
| YTD | -7.5% | +4.7% | -12.2% | -9.1% |
| 1Y | -4.6% | +10.6% | -15.1% | -7.0% |
| 3Y | +146.4% | +24.6% | +121.8% | +135.5% |
| 5Y | -2.5% | +71.9% | -74.4% | -10.4% |
| 10Y | +3,703.6% | +46.4% | +3,657.2% | +3,444.8% |
| All | +8,659.4% | -11.9% | +8,671.3% | +16,438.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling