0.0%
SHOP vs AS
-21.9%
+21.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -2.3% |
| 7D | -5.1% | -4.9% | -0.2% | -2.7% |
| 30D | +0.6% | -19.6% | +20.2% | +11.7% |
| 3M | +25.0% | -14.4% | +39.4% | +34.4% |
| 6M | +11.9% | -20.1% | +32.0% | +23.3% |
| YTD | -9.9% | -20.9% | +11.1% | +1.2% |
| 1Y | 0.0% | -21.9% | +21.8% | +8.9% |
| All | 0.0% | -21.9% | +21.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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