-16.3%
AMAT vs SHOP
+41.6%
-57.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.1% | +9.3% | +11.5% |
| 7D | -1.1% | -2.7% | +1.6% | -1.3% |
| 30D | -26.9% | -11.0% | -15.9% | -27.7% |
| 3M | -31.2% | +0.3% | -31.5% | -30.5% |
| All | -16.3% | +41.6% | -57.9% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling