+41.2%
SHOP vs ABT
+27.2%
+14.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.8% | +5.0% |
| 7D | -5.4% | +3.5% | -9.0% | -6.7% |
| 30D | -10.3% | +12.0% | -22.3% | -14.6% |
| 3M | +1.0% | +2.5% | -1.5% | 0.0% |
| 6M | +41.2% | +29.1% | +12.1% | +26.5% |
| All | +41.2% | +27.2% | +14.0% | +26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling