+117.1%
AMAT vs SHOP
-6.4%
+123.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.1% | -7.5% | -12.0% |
| 7D | -24.3% | -13.9% | -10.4% | -21.3% |
| 30D | -39.8% | -12.6% | -27.2% | -37.7% |
| 3M | -40.2% | -0.3% | -39.8% | -40.6% |
| 6M | -22.1% | +33.6% | -55.7% | -30.6% |
| YTD | +24.7% | -10.7% | +35.4% | +22.7% |
| 1Y | +33.3% | -11.8% | +45.0% | +31.4% |
| 3Y | +133.9% | +133.9% | 0.0% | +61.3% |
| 5Y | +117.1% | -5.9% | +123.0% | +74.9% |
| All | +117.1% | -6.4% | +123.4% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling