-4.9%
SHOP vs ABT
-4.8%
-0.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.6% | +1.8% | +5.4% |
| 7D | -9.0% | +12.5% | -21.6% | -12.4% |
| 30D | -4.4% | +16.1% | -20.5% | -9.0% |
| 3M | +24.1% | +10.2% | +13.9% | +20.2% |
| 6M | +20.0% | +33.7% | -13.7% | +10.3% |
| YTD | -4.9% | -5.5% | +0.6% | -10.5% |
| 1Y | -4.9% | -5.9% | +1.0% | -11.0% |
| All | -4.9% | -4.8% | -0.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling