+430.5%
SHOP vs AVTR
+1.7%
+428.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | -5.1% | +2.7% | -7.8% | -6.2% |
| 30D | +0.6% | +12.1% | -11.5% | -4.3% |
| 3M | +25.0% | +57.2% | -32.2% | +1.1% |
| 6M | +11.9% | +73.1% | -61.2% | -13.6% |
| YTD | -9.9% | +30.6% | -40.5% | -21.7% |
| 1Y | 0.0% | +13.5% | -13.5% | -10.5% |
| 3Y | +117.5% | -31.0% | +148.5% | +132.0% |
| 5Y | -6.6% | -63.2% | +56.6% | +35.5% |
| All | +430.5% | +1.7% | +428.8% | +448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling