+96.4%
SHOP vs AU
+604.2%
-507.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.6% |
| 7D | -10.6% | +0.6% | -11.3% | -10.7% |
| 30D | -18.3% | +12.3% | -30.6% | -19.8% |
| 3M | +14.8% | +29.4% | -14.5% | +10.1% |
| 6M | -5.0% | +3.2% | -8.2% | -6.8% |
| YTD | -21.2% | +31.8% | -53.0% | -25.8% |
| 1Y | -11.6% | +83.4% | -95.0% | -20.2% |
| All | +96.4% | +604.2% | -507.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling