-4.9%
SHOP vs ATI
+86.4%
-91.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.4% |
| 7D | -9.0% | +8.3% | -17.4% | -9.9% |
| 30D | -4.4% | -7.3% | +2.8% | -3.7% |
| 3M | +24.1% | -10.5% | +34.6% | +25.5% |
| 6M | +20.0% | +16.4% | +3.6% | +15.4% |
| YTD | -4.9% | +56.1% | -61.0% | -18.3% |
| 1Y | -4.9% | +86.5% | -91.4% | -28.6% |
| All | -4.9% | +86.4% | -91.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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