+3,781.0%
SHOP vs ATI
+961.4%
+2,819.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.0% |
| 7D | -1.2% | +4.2% | -5.4% | -2.1% |
| 30D | -14.7% | -2.5% | -12.2% | -14.5% |
| 3M | -7.2% | -19.4% | +12.2% | -3.5% |
| 6M | +54.2% | +11.1% | +43.1% | +49.3% |
| YTD | -8.6% | +59.5% | -68.2% | -18.5% |
| 1Y | +0.5% | +85.8% | -85.3% | -13.2% |
| 3Y | +135.9% | +311.9% | -176.0% | +72.5% |
| 5Y | -11.9% | +963.2% | -975.1% | -42.8% |
| All | +3,781.0% | +961.4% | +2,819.6% | +2,587.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling