+1,161.9%
AMZN vs SHOP
+8,534.1%
-7,372.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.9% |
| 7D | +2.8% | +2.1% | +0.7% | +2.1% |
| 30D | +3.4% | -16.8% | +20.3% | +8.2% |
| 3M | +0.1% | -2.4% | +2.5% | -0.2% |
| 6M | +0.6% | +47.0% | -46.4% | -11.4% |
| YTD | +15.9% | -8.8% | +24.7% | +13.8% |
| 1Y | +9.5% | -6.3% | +15.8% | +6.5% |
| 3Y | +86.3% | +139.3% | -53.0% | +33.5% |
| 5Y | +51.7% | -12.1% | +63.8% | +23.7% |
| 10Y | +623.8% | +3,601.0% | -2,977.2% | +178.6% |
| All | +1,161.9% | +8,534.1% | -7,372.2% | +359.5% |
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