+2,989.4%
SHOP vs AME
+425.2%
+2,564.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.0% |
| 7D | -10.6% | +1.3% | -12.0% | -11.5% |
| 30D | -18.3% | -6.6% | -11.7% | -14.1% |
| 3M | +14.8% | +3.0% | +11.9% | +11.3% |
| 6M | -5.0% | +5.3% | -10.3% | -10.9% |
| YTD | -21.2% | +15.4% | -36.7% | -31.7% |
| 1Y | -11.6% | +26.8% | -38.4% | -29.3% |
| 3Y | +101.2% | +56.5% | +44.7% | +37.6% |
| 5Y | -15.7% | +85.2% | -101.0% | -48.1% |
| 10Y | +2,989.4% | +428.5% | +2,560.9% | +1,059.0% |
| All | +2,989.4% | +425.2% | +2,564.2% | +1,059.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling