-5.6%
SHOP vs AMT
-31.6%
+26.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.1% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | +0.6% | +4.6% | -4.0% | -1.1% |
| 3M | +25.0% | -8.4% | +33.5% | +28.7% |
| 6M | +11.9% | -6.0% | +17.9% | +13.9% |
| YTD | -9.9% | +2.1% | -12.0% | -11.7% |
| 1Y | 0.0% | -6.4% | +6.3% | +1.1% |
| 3Y | +117.5% | +8.1% | +109.4% | +78.3% |
| All | -5.6% | -31.6% | +26.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling