-7.7%
SHOP vs ATI
+85.0%
-92.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | +2.8% | +1.3% | +1.5% | +2.6% |
| 30D | -14.2% | -4.8% | -9.4% | -13.8% |
| 3M | -5.5% | -19.9% | +14.4% | -3.4% |
| 6M | +32.8% | +15.4% | +17.4% | +28.5% |
| YTD | -8.9% | +59.2% | -68.1% | -21.9% |
| 1Y | -7.7% | +86.3% | -94.0% | -29.5% |
| All | -7.7% | +85.0% | -92.7% | -29.5% |
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