-14.6%
SHOP vs AMP
+118.1%
-132.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -4.6% |
| 7D | -10.6% | 0.0% | -10.6% | -10.5% |
| 30D | -18.3% | -1.0% | -17.3% | -17.4% |
| 3M | +14.8% | +23.2% | -8.4% | -6.9% |
| 6M | -5.0% | +20.4% | -25.4% | -22.1% |
| YTD | -21.2% | +13.6% | -34.9% | -32.5% |
| 1Y | -11.6% | +13.4% | -25.0% | -24.2% |
| 3Y | +101.2% | +66.5% | +34.7% | +11.8% |
| All | -14.6% | +118.1% | -132.6% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling