+0.2%
SHOP vs ABCL
-16.0%
+16.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +3.0% |
| 7D | -2.5% | -2.7% | +0.2% | -1.8% |
| 30D | -16.7% | -5.4% | -11.3% | -16.0% |
| 3M | -2.2% | +22.4% | -24.6% | -10.3% |
| 6M | +45.6% | +127.6% | -82.1% | +3.3% |
| YTD | -7.3% | +249.4% | -256.7% | -45.5% |
| 1Y | -6.1% | +198.0% | -204.1% | -41.6% |
| 3Y | +143.3% | +195.8% | -52.5% | +27.8% |
| 5Y | +0.2% | -20.6% | +20.7% | -10.9% |
| All | +0.2% | -16.0% | +16.1% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling