+3,663.5%
SHOP vs AME
+437.3%
+3,226.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.4% |
| 7D | -2.5% | +1.1% | -3.6% | -3.2% |
| 30D | -16.7% | -4.1% | -12.6% | -14.6% |
| 3M | -2.2% | -6.3% | +4.1% | +1.8% |
| 6M | +45.6% | +3.5% | +42.0% | +39.0% |
| YTD | -7.3% | +17.3% | -24.6% | -21.3% |
| 1Y | -6.1% | +22.0% | -28.1% | -22.8% |
| 3Y | +143.3% | +62.0% | +81.3% | +59.7% |
| 5Y | +0.2% | +78.5% | -78.3% | -37.8% |
| 10Y | +3,663.5% | +441.6% | +3,221.9% | +1,249.3% |
| All | +3,663.5% | +437.3% | +3,226.2% | +1,249.3% |
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