-11.6%
SHOP vs AME
+26.4%
-38.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.4% |
| 7D | -10.6% | +1.3% | -12.0% | -10.8% |
| 30D | -18.3% | -6.6% | -11.7% | -17.6% |
| 3M | +14.8% | +3.0% | +11.9% | +13.8% |
| 6M | -5.0% | +5.3% | -10.3% | -8.4% |
| YTD | -21.2% | +15.4% | -36.7% | -27.6% |
| 1Y | -11.6% | +26.8% | -38.4% | -20.8% |
| All | -11.6% | +26.4% | -38.0% | -20.8% |
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