-40.2%
AMAT vs SHOP
-4.2%
-36.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.1% | -7.5% | -12.5% |
| 7D | -24.3% | -13.9% | -10.4% | -22.2% |
| 30D | -39.8% | -12.6% | -27.2% | -37.7% |
| 3M | -40.2% | -0.3% | -39.8% | -38.9% |
| All | -40.2% | -4.2% | -36.0% | -38.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling