+1,587.5%
AMAT vs SHOP
+3,288.4%
-1,700.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.5% |
| 7D | -1.5% | -5.1% | +3.6% | 0.0% |
| 30D | -14.8% | +0.6% | -15.4% | -15.2% |
| 3M | -9.3% | +25.0% | -34.3% | -17.4% |
| 6M | +27.4% | +11.9% | +15.5% | +17.4% |
| YTD | +77.6% | -9.9% | +87.4% | +74.1% |
| 1Y | +188.9% | 0.0% | +189.0% | +172.6% |
| 3Y | +202.3% | +117.5% | +84.8% | +103.2% |
| 5Y | +248.9% | -6.6% | +255.6% | +174.8% |
| All | +1,587.5% | +3,288.4% | -1,700.9% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling