+45.8%
AMZN vs SHOP
-12.8%
+58.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.6% | +7.0% | +1.6% |
| 7D | +0.8% | -4.1% | +4.9% | +1.9% |
| 30D | -6.4% | -11.5% | +5.1% | -3.3% |
| 3M | +4.8% | +21.1% | -16.3% | -2.7% |
| 6M | +20.5% | +3.0% | +17.5% | +15.6% |
| YTD | +11.3% | -16.7% | +28.0% | +13.0% |
| 1Y | +9.0% | -8.3% | +17.2% | +6.5% |
| 3Y | +85.9% | +112.8% | -26.9% | +30.3% |
| 5Y | +45.8% | -9.3% | +55.0% | +15.3% |
| All | +45.8% | -12.8% | +58.5% | +15.3% |
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