-14.7%
SHOP vs AMCR
-9.6%
-5.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -13.2% | -5.0% | -8.3% | -10.5% |
| 30D | -17.0% | -8.0% | -9.1% | -12.9% |
| 3M | +17.0% | +14.3% | +2.7% | +8.3% |
| 6M | -2.1% | +5.3% | -7.5% | -5.9% |
| YTD | -21.4% | +7.7% | -29.1% | -27.9% |
| 1Y | -11.0% | +10.8% | -21.8% | -20.7% |
| 3Y | +100.9% | +9.6% | +91.3% | +67.2% |
| 5Y | -14.7% | -10.2% | -4.5% | -10.1% |
| All | -14.7% | -9.6% | -5.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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