+8,434.7%
SHOP vs ATI
+510.4%
+7,924.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.1% |
| 7D | -5.1% | -0.1% | -5.1% | -5.1% |
| 30D | +0.6% | +2.7% | -2.1% | 0.0% |
| 3M | +25.0% | +16.3% | +8.7% | +20.9% |
| 6M | +11.9% | +30.2% | -18.3% | +5.2% |
| YTD | -9.9% | +83.6% | -93.4% | -20.9% |
| 1Y | 0.0% | +173.0% | -173.0% | -19.0% |
| 3Y | +117.5% | +356.6% | -239.2% | +59.1% |
| 5Y | -6.6% | +1,074.2% | -1,080.8% | -40.3% |
| 10Y | +3,320.3% | +1,136.2% | +2,184.1% | +1,965.8% |
| All | +8,434.7% | +510.4% | +7,924.3% | +2,331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling