-4.9%
SHOP vs AVTR
+37.4%
-42.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +7.0% | +7.2% |
| 7D | -9.0% | -6.2% | -2.8% | -7.0% |
| 30D | -4.4% | -1.0% | -3.4% | -4.2% |
| 3M | +24.1% | +14.4% | +9.7% | +17.9% |
| 6M | +20.0% | +95.9% | -75.9% | -10.0% |
| YTD | -4.9% | +36.6% | -41.5% | -19.8% |
| 1Y | -4.9% | +35.1% | -40.1% | -21.1% |
| All | -4.9% | +37.4% | -42.3% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling