-4.6%
SHOP vs AMT
+9.8%
-14.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.2% |
| 7D | -5.4% | +0.5% | -6.0% | -5.6% |
| 30D | -10.3% | +13.6% | -23.9% | -12.8% |
| 3M | +1.0% | +11.5% | -10.5% | -1.4% |
| 6M | +41.2% | +6.9% | +34.3% | +38.3% |
| YTD | -7.5% | +10.8% | -18.3% | -12.4% |
| 1Y | -4.6% | +10.3% | -14.9% | -10.0% |
| All | -4.6% | +9.8% | -14.4% | -10.0% |
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