-4.6%
SHOP vs AMDL
+62.4%
-67.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +22.3% | -18.7% | +3.0% |
| 7D | -5.4% | -26.2% | +20.8% | -5.0% |
| 30D | -10.3% | -57.1% | +46.8% | -9.4% |
| 3M | +1.0% | -29.8% | +30.8% | +2.0% |
| 6M | +41.2% | -22.2% | +63.4% | +38.2% |
| YTD | -7.5% | +142.1% | -149.6% | -20.7% |
| 1Y | -4.6% | +85.8% | -90.4% | -16.9% |
| All | -4.6% | +62.4% | -67.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling