+8,434.7%
SHOP vs AMP
+449.4%
+7,985.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | +0.6% | -0.1% | +0.7% | +0.7% |
| 3M | +25.0% | +23.6% | +1.5% | +10.5% |
| 6M | +11.9% | +20.4% | -8.4% | 0.0% |
| YTD | -9.9% | +15.4% | -25.3% | -17.9% |
| 1Y | 0.0% | +11.0% | -11.0% | -6.9% |
| 3Y | +117.5% | +70.5% | +47.0% | +62.9% |
| 5Y | -6.6% | +121.4% | -128.0% | -37.0% |
| 10Y | +3,320.3% | +575.6% | +2,744.7% | +1,137.8% |
| All | +8,434.7% | +449.4% | +7,985.3% | +3,455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling