+99.5%
SHOP vs AUR
+84.2%
+15.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.4% |
| 7D | -11.2% | +1.4% | -12.7% | -11.5% |
| 30D | -14.4% | -6.4% | -8.0% | -13.5% |
| 3M | +16.6% | +7.7% | +8.9% | +13.2% |
| 6M | -0.6% | +44.5% | -45.1% | -11.2% |
| YTD | -20.0% | +67.4% | -87.4% | -31.1% |
| 1Y | -11.2% | +15.4% | -26.6% | -17.6% |
| 3Y | +99.5% | +94.8% | +4.6% | +25.8% |
| All | +99.5% | +84.2% | +15.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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