+37.2%
SHOP vs ABCL
-81.3%
+118.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | +0.6% | +93.1% | -92.5% | -18.1% |
| 3M | +25.0% | +79.4% | -54.4% | +1.6% |
| 6M | +11.9% | +214.9% | -203.0% | -24.2% |
| YTD | -9.9% | +234.2% | -244.1% | -41.3% |
| 1Y | 0.0% | +174.8% | -174.8% | -32.1% |
| 3Y | +117.5% | +104.5% | +13.0% | +46.9% |
| 5Y | -6.6% | -39.0% | +32.4% | -18.2% |
| All | +37.2% | -81.3% | +118.4% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling