+196.6%
AMD vs SHOP
-6.4%
+203.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.1% | -11.2% | -15.2% |
| 7D | -28.6% | -13.9% | -14.7% | -24.8% |
| 30D | -37.7% | -12.6% | -25.1% | -34.8% |
| 3M | -16.1% | -0.3% | -15.8% | -16.7% |
| 6M | +13.8% | +33.6% | -19.7% | -1.4% |
| YTD | +88.8% | -10.7% | +99.5% | +84.9% |
| 1Y | +57.8% | -11.8% | +69.5% | +54.7% |
| 3Y | +260.3% | +133.9% | +126.4% | +120.6% |
| 5Y | +196.6% | -5.9% | +202.5% | +132.3% |
| All | +196.6% | -6.4% | +203.0% | +132.3% |
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