+40.8%
SHOP vs ABCL
-80.5%
+121.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.7% | -3.1% | +1.8% |
| 7D | -5.4% | -3.2% | -2.3% | -5.1% |
| 30D | -10.3% | -7.4% | -2.9% | -9.1% |
| 3M | +1.0% | +81.9% | -80.9% | -17.2% |
| 6M | +41.2% | +135.7% | -94.5% | +3.7% |
| YTD | -7.5% | +247.4% | -254.9% | -41.1% |
| 1Y | -4.6% | +162.3% | -166.8% | -34.1% |
| 3Y | +146.4% | +165.5% | -19.1% | +51.0% |
| 5Y | -2.5% | -21.3% | +18.7% | -18.7% |
| All | +40.8% | -80.5% | +121.3% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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