+1,728.7%
AMAT vs SHOP
+8,355.9%
-6,627.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.5% |
| YTD | +24.7% | -10.7% | +35.4% | +22.2% |
| 1Y | +33.3% | -11.8% | +45.0% | +30.9% |
| 3Y | +133.9% | +133.9% | 0.0% | +64.1% |
| 5Y | +117.1% | -5.9% | +123.0% | +72.5% |
| 10Y | +1,158.7% | +3,571.8% | -2,413.1% | +365.7% |
| All | +1,728.7% | +8,355.9% | -6,627.2% | +547.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling