+7,358.2%
SHOP vs AZO
+318.7%
+7,039.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.0% |
| 7D | -10.6% | -0.8% | -9.8% | -10.3% |
| 30D | -18.3% | -5.1% | -13.2% | -16.8% |
| 3M | +14.8% | -7.2% | +22.1% | +17.8% |
| 6M | -5.0% | -20.7% | +15.7% | +2.3% |
| YTD | -21.2% | -14.2% | -7.1% | -18.2% |
| 1Y | -11.6% | -32.2% | +20.6% | -0.6% |
| 3Y | +101.2% | +11.1% | +90.1% | +82.8% |
| 5Y | -15.7% | +87.6% | -103.3% | -38.4% |
| 10Y | +2,989.4% | +302.9% | +2,686.5% | +1,658.3% |
| All | +7,358.2% | +318.7% | +7,039.6% | +4,047.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling