-2.9%
SHOP vs ATI
+871.8%
-874.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +1.9% |
| 7D | -5.4% | +6.2% | -11.6% | -7.7% |
| 30D | -10.3% | -7.1% | -3.2% | -8.3% |
| 3M | +1.0% | -21.3% | +22.3% | +9.5% |
| 6M | +41.2% | +6.5% | +34.7% | +34.1% |
| YTD | -7.5% | +53.2% | -60.7% | -26.0% |
| 1Y | -4.6% | +82.7% | -87.3% | -29.4% |
| 3Y | +146.4% | +314.3% | -167.9% | +21.6% |
| All | -2.9% | +871.8% | -874.7% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling