+20,484.9%
AMD vs SHOP
+8,434.7%
+12,050.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.9% |
| 7D | +2.6% | -5.1% | +7.7% | +4.4% |
| 30D | -0.9% | +0.6% | -1.5% | -1.5% |
| 3M | -8.7% | +25.0% | -33.8% | -18.1% |
| 6M | +136.3% | +11.9% | +124.4% | +115.7% |
| YTD | +123.0% | -9.9% | +132.9% | +117.8% |
| 1Y | +195.2% | 0.0% | +195.2% | +176.2% |
| 3Y | +336.3% | +117.5% | +218.8% | +177.7% |
| 5Y | +334.5% | -6.6% | +341.1% | +231.2% |
| 10Y | +6,259.1% | +3,320.3% | +2,938.8% | +1,545.2% |
| All | +20,484.9% | +8,434.7% | +12,050.2% | +5,090.0% |
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