+1,119.8%
AMZN vs SHOP
+8,434.7%
-7,314.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -3.0% | -5.1% | +2.1% | -1.7% |
| 30D | -5.2% | +0.6% | -5.8% | -5.5% |
| 3M | +1.9% | +25.0% | -23.2% | -5.4% |
| 6M | +19.2% | +11.9% | +7.3% | +12.5% |
| YTD | +12.0% | -9.9% | +21.9% | +11.2% |
| 1Y | +9.7% | 0.0% | +9.7% | +5.2% |
| 3Y | +87.2% | +117.5% | -30.3% | +37.6% |
| 5Y | +48.7% | -6.6% | +55.3% | +20.0% |
| 10Y | +569.3% | +3,320.3% | -2,751.0% | +161.8% |
| All | +1,119.8% | +8,434.7% | -7,314.9% | +348.7% |
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