+135.5%
SHOP vs AMT
+15.8%
+119.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.7% |
| 7D | +2.1% | -2.2% | +4.3% | +2.0% |
| 30D | -16.8% | +5.8% | -22.6% | -16.6% |
| 3M | -2.4% | +12.6% | -15.0% | -1.7% |
| 6M | +47.0% | +8.3% | +38.7% | +47.5% |
| YTD | -8.8% | +11.4% | -20.2% | -8.1% |
| 1Y | -6.3% | +7.7% | -14.0% | -6.1% |
| All | +135.5% | +15.8% | +119.7% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling