+146.4%
SHOP vs AME
+62.2%
+84.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.0% | +1.9% |
| 7D | -5.4% | -5.2% | -0.3% | -2.7% |
| 30D | -10.3% | -8.0% | -2.3% | -5.7% |
| 3M | +1.0% | -8.9% | +9.9% | +6.5% |
| 6M | +41.2% | -5.0% | +46.2% | +43.4% |
| YTD | -7.5% | +11.9% | -19.4% | -20.2% |
| 1Y | -4.6% | +16.6% | -21.2% | -20.8% |
| 3Y | +146.4% | +62.5% | +83.9% | +73.7% |
| All | +146.4% | +62.2% | +84.2% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling