+54.2%
SHOP vs AMP
+11.8%
+42.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.4% |
| 7D | -1.2% | +3.9% | -5.2% | -3.1% |
| 30D | -14.7% | +5.1% | -19.8% | -16.4% |
| 3M | -7.2% | -8.7% | +1.5% | -1.7% |
| 6M | +54.2% | +11.4% | +42.7% | +50.2% |
| All | +54.2% | +11.8% | +42.4% | +50.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling