-4.9%
SHOP vs AME
+21.1%
-26.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.6% | +12.0% | +7.9% |
| 7D | -9.0% | -4.4% | -4.6% | -8.4% |
| 30D | -4.4% | -5.9% | +1.5% | -3.5% |
| 3M | +24.1% | -6.5% | +30.7% | +25.0% |
| 6M | +20.0% | +3.2% | +16.8% | +17.8% |
| YTD | -4.9% | +16.0% | -20.9% | -20.3% |
| 1Y | -4.9% | +20.4% | -25.4% | -25.7% |
| All | -4.9% | +21.1% | -26.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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