+96.1%
SHOP vs AZO
+10.2%
+85.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -13.2% | -2.9% | -10.3% | -12.9% |
| 30D | -17.0% | -5.3% | -11.7% | -16.5% |
| 3M | +17.0% | -7.3% | +24.4% | +18.0% |
| 6M | -2.1% | -22.7% | +20.5% | -0.7% |
| YTD | -21.4% | -15.0% | -6.3% | -20.9% |
| 1Y | -11.0% | -32.2% | +21.3% | -7.4% |
| All | +96.1% | +10.2% | +85.9% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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