+142.7%
AMAT vs SHOP
+141.8%
+0.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.4% |
| 7D | -14.7% | -5.4% | -9.3% | -13.7% |
| 30D | -36.1% | -10.3% | -25.8% | -34.6% |
| 3M | -36.9% | +1.0% | -37.9% | -37.3% |
| 6M | -22.2% | +41.2% | -63.4% | -30.4% |
| YTD | +29.9% | -7.5% | +37.4% | +29.3% |
| 1Y | +43.3% | -4.6% | +47.8% | +40.8% |
| 3Y | +142.7% | +146.4% | -3.8% | +65.5% |
| All | +142.7% | +141.8% | +0.9% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling