-12.8%
SHOP vs AU
+686.2%
-699.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -11.2% | -4.3% | -7.0% | -10.6% |
| 30D | -14.4% | +7.3% | -21.7% | -15.6% |
| 3M | +16.6% | +26.3% | -9.7% | +11.4% |
| 6M | -0.6% | +1.8% | -2.3% | -2.3% |
| YTD | -20.0% | +26.8% | -46.8% | -25.0% |
| 1Y | -11.2% | +66.7% | -77.9% | -20.9% |
| 3Y | +99.5% | +579.1% | -479.6% | +29.9% |
| All | -12.8% | +686.2% | -699.0% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling