+147.1%
AMAT vs SHOP
-1.6%
+148.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.1% | +9.3% | +10.8% |
| 7D | -1.1% | -2.7% | +1.6% | -0.4% |
| 30D | -26.9% | -11.0% | -15.9% | -24.6% |
| 3M | -31.2% | +0.3% | -31.5% | -31.7% |
| 6M | -14.7% | +37.7% | -52.4% | -24.3% |
| YTD | +44.7% | -5.5% | +50.2% | +40.4% |
| 1Y | +62.0% | -0.2% | +62.2% | +54.3% |
| 3Y | +165.0% | +151.9% | +13.1% | +79.3% |
| 5Y | +147.1% | -2.2% | +149.3% | +97.9% |
| All | +147.1% | -1.6% | +148.7% | +97.9% |
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