+135.5%
SHOP vs AVTR
-15.7%
+151.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +2.1% | +3.2% | -1.1% | +1.3% |
| 30D | -16.8% | +0.5% | -17.3% | -16.9% |
| 3M | -2.4% | +12.1% | -14.5% | -5.5% |
| 6M | +47.0% | +91.2% | -44.2% | +21.4% |
| YTD | -8.8% | +36.3% | -45.1% | -18.2% |
| 1Y | -6.3% | +35.2% | -41.5% | -15.9% |
| All | +135.5% | -15.7% | +151.2% | +159.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling