+24.1%
SHOP vs AUR
-34.9%
+59.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.7% | -10.3% | -8.3% |
| 7D | -4.1% | +19.2% | -23.3% | -8.9% |
| 30D | -11.5% | -7.8% | -3.7% | -10.0% |
| 3M | +21.1% | +4.0% | +17.1% | +17.7% |
| 6M | +3.0% | +45.0% | -42.0% | -11.0% |
| YTD | -16.7% | +69.5% | -86.2% | -31.7% |
| 1Y | -8.3% | +13.0% | -21.3% | -16.1% |
| 3Y | +112.8% | +90.4% | +22.5% | +30.9% |
| 5Y | -9.3% | -34.2% | +24.9% | -39.2% |
| All | +24.1% | -34.9% | +59.0% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling