-9.3%
SHOP vs AVTR
-63.6%
+54.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.9% | -9.4% | -8.4% |
| 7D | -4.1% | +7.4% | -11.5% | -7.2% |
| 30D | -11.5% | +12.2% | -23.7% | -16.0% |
| 3M | +21.1% | +57.4% | -36.3% | -3.0% |
| 6M | +3.0% | +86.7% | -83.7% | -24.0% |
| YTD | -16.7% | +33.1% | -49.8% | -28.7% |
| 1Y | -8.3% | +16.1% | -24.4% | -19.4% |
| 3Y | +112.8% | -24.6% | +137.4% | +115.0% |
| 5Y | -9.3% | -63.5% | +54.2% | +64.3% |
| All | -9.3% | -63.6% | +54.3% | +64.3% |
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