-11.6%
SHOP vs ATI
+166.4%
-178.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | -10.6% | +2.4% | -13.0% | -10.9% |
| 30D | -18.3% | -9.5% | -8.8% | -17.3% |
| 3M | +14.8% | +10.4% | +4.5% | +12.9% |
| 6M | -5.0% | +31.8% | -36.8% | -10.9% |
| YTD | -21.2% | +80.0% | -101.2% | -31.1% |
| 1Y | -11.6% | +175.8% | -187.4% | -24.1% |
| All | -11.6% | +166.4% | -178.0% | -24.1% |
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