+1,321.9%
AMAT vs SHOP
+3,581.9%
-2,259.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +11.4% | -1.2% | +12.6% | +11.8% |
| 30D | -17.0% | -14.7% | -2.3% | -12.9% |
| 3M | -30.6% | -7.2% | -23.4% | -29.5% |
| 6M | -14.9% | +54.2% | -69.1% | -28.4% |
| YTD | +44.7% | -8.6% | +53.3% | +40.4% |
| 1Y | +66.9% | +0.5% | +66.4% | +56.7% |
| 3Y | +153.3% | +135.9% | +17.3% | +66.4% |
| 5Y | +146.2% | -11.9% | +158.1% | +98.1% |
| All | +1,321.9% | +3,581.9% | -2,259.9% | +205.3% |
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