-6.1%
SHOP vs AMT
+9.1%
-15.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -2.5% | -2.4% | -0.1% | -2.0% |
| 30D | -16.7% | +4.2% | -20.9% | -17.4% |
| 3M | -2.2% | +13.4% | -15.6% | -4.7% |
| 6M | +45.6% | +9.4% | +36.2% | +42.0% |
| YTD | -7.3% | +11.7% | -19.0% | -12.3% |
| 1Y | -6.1% | +7.1% | -13.2% | -7.3% |
| All | -6.1% | +9.1% | -15.2% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling