-14.7%
SHOP vs AUR
-36.2%
+21.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.6% |
| 7D | -13.2% | +0.2% | -13.4% | -13.3% |
| 30D | -17.0% | -8.9% | -8.1% | -15.3% |
| 3M | +17.0% | +4.6% | +12.4% | +13.5% |
| 6M | -2.1% | +44.9% | -47.0% | -15.4% |
| YTD | -21.4% | +64.8% | -86.2% | -35.1% |
| 1Y | -11.0% | +16.4% | -27.3% | -19.2% |
| 3Y | +100.9% | +85.1% | +15.8% | +24.5% |
| 5Y | -14.7% | -36.1% | +21.4% | -44.4% |
| All | -14.7% | -36.2% | +21.5% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling