-9.3%
SHOP vs ATI
+1,101.9%
-1,111.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.0% | -7.0% |
| 7D | -4.1% | +3.2% | -7.3% | -5.2% |
| 30D | -11.5% | -9.0% | -2.5% | -8.4% |
| 3M | +21.1% | +15.1% | +6.0% | +13.2% |
| 6M | +3.0% | +38.1% | -35.1% | -11.7% |
| YTD | -16.7% | +80.7% | -97.3% | -36.8% |
| 1Y | -8.3% | +167.5% | -175.8% | -41.7% |
| 3Y | +112.8% | +366.0% | -253.2% | +1.7% |
| 5Y | -9.3% | +1,088.8% | -1,098.0% | -65.9% |
| All | -9.3% | +1,101.9% | -1,111.1% | -65.9% |
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