+363.6%
SHOP vs AVTR
+1.1%
+362.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.0% | -4.4% |
| 7D | -10.6% | +1.6% | -12.2% | -11.3% |
| 30D | -18.3% | +8.4% | -26.7% | -21.1% |
| 3M | +14.8% | +50.2% | -35.3% | -5.2% |
| 6M | -5.0% | +82.6% | -87.6% | -28.4% |
| YTD | -21.2% | +29.8% | -51.1% | -31.4% |
| 1Y | -11.6% | +16.0% | -27.6% | -21.7% |
| 3Y | +101.2% | -26.4% | +127.7% | +107.3% |
| 5Y | -15.7% | -64.5% | +48.8% | +24.1% |
| All | +363.6% | +1.1% | +362.5% | +380.4% |
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