+11.9%
SHOP vs ATI
+32.0%
-20.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.8% |
| 7D | -5.1% | -0.1% | -5.1% | -5.1% |
| 30D | +0.6% | +2.7% | -2.1% | +0.3% |
| 3M | +25.0% | +16.3% | +8.7% | +23.1% |
| 6M | +11.9% | +30.2% | -18.3% | +8.7% |
| All | +11.9% | +32.0% | -20.1% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling