-2.9%
SHOP vs ABT
-2.1%
-0.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.8% | +5.6% |
| 7D | -5.4% | +3.5% | -9.0% | -7.5% |
| 30D | -10.3% | +12.0% | -22.3% | -16.8% |
| 3M | +1.0% | +2.5% | -1.5% | -0.8% |
| 6M | +41.2% | +29.1% | +12.1% | +18.5% |
| YTD | -7.5% | -10.1% | +2.6% | -1.4% |
| 1Y | -4.6% | -9.8% | +5.3% | +0.9% |
| 3Y | +146.4% | +23.3% | +123.2% | +75.6% |
| All | -2.9% | -2.1% | -0.8% | -2.7% |
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