+8,434.7%
SHOP vs AR
-3.7%
+8,438.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -5.1% | +2.5% | -7.6% | -5.4% |
| 30D | +0.6% | +14.8% | -14.2% | -1.2% |
| 3M | +25.0% | +6.2% | +18.8% | +23.7% |
| 6M | +11.9% | +4.3% | +7.6% | +10.7% |
| YTD | -9.9% | +14.4% | -24.2% | -12.1% |
| 1Y | 0.0% | +21.3% | -21.4% | -3.5% |
| 3Y | +117.5% | +39.8% | +77.7% | +105.5% |
| 5Y | -6.6% | +142.1% | -148.7% | -16.7% |
| 10Y | +3,320.3% | +52.0% | +3,268.3% | +3,089.9% |
| All | +8,434.7% | -3.7% | +8,438.4% | +15,888.1% |
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 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