-6.3%
SHOP vs ARWR
+42.4%
-48.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.4% |
| 7D | -5.4% | -2.9% | -2.5% | -5.0% |
| 30D | -10.3% | -5.4% | -4.9% | -9.7% |
| 3M | +1.0% | -32.2% | +33.2% | +5.1% |
| 6M | +41.2% | -26.5% | +67.7% | +45.0% |
| YTD | -7.5% | -12.4% | +4.9% | -8.7% |
| All | -6.3% | +42.4% | -48.6% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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