+135.9%
SHOP vs ARWR
+79.8%
+56.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -1.2% | -17.8% | +16.6% | +2.2% |
| 30D | -14.7% | -18.1% | +3.4% | -11.6% |
| 3M | -7.2% | -44.2% | +37.0% | +3.1% |
| 6M | +54.2% | -38.6% | +92.8% | +66.5% |
| YTD | -8.6% | -28.0% | +19.4% | -5.4% |
| 1Y | +0.5% | +16.1% | -15.6% | -7.4% |
| 3Y | +135.9% | +84.0% | +52.0% | +79.0% |
| All | +135.9% | +79.8% | +56.1% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling