+146.4%
SHOP vs ATI
+320.9%
-174.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +2.0% |
| 7D | -5.4% | +6.2% | -11.6% | -7.6% |
| 30D | -10.3% | -7.1% | -3.2% | -8.3% |
| 3M | +1.0% | -21.3% | +22.3% | +9.3% |
| 6M | +41.2% | +6.5% | +34.7% | +34.0% |
| YTD | -7.5% | +53.2% | -60.7% | -26.9% |
| 1Y | -4.6% | +82.7% | -87.3% | -30.6% |
| 3Y | +146.4% | +314.3% | -167.9% | +11.6% |
| All | +146.4% | +320.9% | -174.4% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling