-11.2%
SHOP vs AVTR
-58.9%
+47.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -14.7% | -1.0% | -13.7% | -14.3% |
| 3M | -7.2% | +12.2% | -19.4% | -12.1% |
| 6M | +54.2% | +97.5% | -43.3% | +10.6% |
| YTD | -8.6% | +35.6% | -44.2% | -22.7% |
| 1Y | +0.5% | +32.8% | -32.3% | -14.4% |
| 3Y | +135.9% | -16.5% | +152.4% | +121.2% |
| All | -11.2% | -58.9% | +47.7% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling