+8,434.7%
SHOP vs AMCR
+39.4%
+8,395.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -5.1% | -1.9% | -3.2% | -4.5% |
| 30D | +0.6% | -4.1% | +4.7% | +2.0% |
| 3M | +25.0% | +21.7% | +3.4% | +16.9% |
| 6M | +11.9% | +1.5% | +10.4% | +10.6% |
| YTD | -9.9% | +13.1% | -23.0% | -15.2% |
| 1Y | 0.0% | +13.0% | -13.0% | -6.2% |
| 3Y | +117.5% | +6.9% | +110.6% | +106.3% |
| 5Y | -6.6% | -10.5% | +3.8% | -4.9% |
| 10Y | +3,320.3% | +20.9% | +3,299.4% | +2,941.3% |
| All | +8,434.7% | +39.4% | +8,395.4% | +8,391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling