-9.3%
SHOP vs ABT
-9.5%
+0.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -5.9% |
| 7D | -4.1% | -3.1% | -1.0% | -2.1% |
| 30D | -11.5% | -2.1% | -9.4% | -10.3% |
| 3M | +21.1% | +17.4% | +3.6% | +8.6% |
| 6M | +3.0% | -2.4% | +5.4% | +4.4% |
| YTD | -16.7% | -14.2% | -2.5% | -8.5% |
| 1Y | -8.3% | -18.3% | +10.0% | +3.7% |
| 3Y | +112.8% | +11.5% | +101.3% | +68.6% |
| 5Y | -9.3% | -9.9% | +0.6% | -7.6% |
| All | -9.3% | -9.5% | +0.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling