+445.7%
SHOP vs AVTR
+6.9%
+438.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | -16.7% | +1.5% | -18.3% | -17.2% |
| 3M | -2.2% | +14.2% | -16.4% | -7.9% |
| 6M | +45.6% | +97.4% | -51.8% | +6.2% |
| YTD | -7.3% | +37.3% | -44.5% | -21.3% |
| 1Y | -6.1% | +36.8% | -42.9% | -20.5% |
| 3Y | +143.3% | -15.2% | +158.6% | +133.5% |
| 5Y | +0.2% | -59.2% | +59.3% | +39.3% |
| All | +445.7% | +6.9% | +438.9% | +451.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling