-4.9%
SHOP vs AMP
+18.6%
-23.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.5% | +2.9% | +5.2% |
| 7D | -9.0% | +7.7% | -16.7% | -12.0% |
| 30D | -4.4% | +6.6% | -11.0% | -7.2% |
| 3M | +24.1% | -4.7% | +28.8% | +27.2% |
| 6M | +20.0% | +12.9% | +7.1% | +12.7% |
| YTD | -4.9% | +8.6% | -13.5% | -14.2% |
| 1Y | -4.9% | +18.2% | -23.1% | -22.3% |
| All | -4.9% | +18.6% | -23.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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