-9.3%
SHOP vs AME
+85.0%
-94.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | -4.1% | +2.8% | -6.9% | -6.7% |
| 30D | -11.5% | -6.3% | -5.3% | -6.0% |
| 3M | +21.1% | +5.4% | +15.7% | +13.1% |
| 6M | +3.0% | +7.4% | -4.4% | -8.1% |
| YTD | -16.7% | +16.2% | -32.9% | -32.7% |
| 1Y | -8.3% | +26.8% | -35.1% | -33.7% |
| 3Y | +112.8% | +57.5% | +55.3% | +14.8% |
| 5Y | -9.3% | +84.8% | -94.1% | -62.4% |
| All | -9.3% | +85.0% | -94.3% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling