+3,781.0%
SHOP vs AMT
+136.5%
+3,644.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -1.2% | +1.5% | -2.7% | -1.9% |
| 30D | -14.7% | +6.8% | -21.6% | -17.4% |
| 3M | -7.2% | +11.2% | -18.4% | -12.0% |
| 6M | +54.2% | +12.5% | +41.7% | +44.5% |
| YTD | -8.6% | +12.5% | -21.1% | -15.1% |
| 1Y | +0.5% | +10.1% | -9.6% | -5.7% |
| 3Y | +135.9% | +16.0% | +119.9% | +95.3% |
| 5Y | -11.9% | -17.2% | +5.3% | -10.5% |
| All | +3,781.0% | +136.5% | +3,644.5% | +2,663.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling