+8,659.4%
SHOP vs ATI
+409.4%
+8,250.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +2.7% |
| 7D | -5.4% | +6.2% | -11.6% | -6.6% |
| 30D | -10.3% | -7.1% | -3.2% | -9.3% |
| 3M | +1.0% | -21.3% | +22.3% | +5.3% |
| 6M | +41.2% | +6.5% | +34.7% | +38.1% |
| YTD | -7.5% | +53.2% | -60.7% | -16.3% |
| 1Y | -4.6% | +82.7% | -87.3% | -16.6% |
| 3Y | +146.4% | +314.3% | -167.9% | +83.5% |
| 5Y | -2.5% | +890.9% | -893.5% | -35.7% |
| 10Y | +3,703.6% | +1,142.3% | +2,561.2% | +2,206.3% |
| All | +8,659.4% | +409.4% | +8,250.0% | +2,474.0% |
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