+139.0%
SHOP vs AMC
-58.9%
+197.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.3% | -3.8% |
| 7D | +2.8% | +5.5% | -2.7% | +2.3% |
| 30D | -14.2% | +16.1% | -30.3% | -15.4% |
| 3M | -5.5% | +43.0% | -48.5% | -8.7% |
| 6M | +32.8% | +130.7% | -97.9% | +21.5% |
| YTD | -8.9% | +121.8% | -130.7% | -17.1% |
| 1Y | -7.7% | +40.7% | -48.4% | -13.0% |
| 3Y | +139.0% | -56.8% | +195.8% | +141.6% |
| All | +139.0% | -58.9% | +197.9% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling