+8,434.7%
SHOP vs ABT
+174.3%
+8,260.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -5.1% | -3.7% | -1.4% | -2.6% |
| 30D | +0.6% | +2.5% | -1.9% | -1.2% |
| 3M | +25.0% | +20.2% | +4.9% | +9.0% |
| 6M | +11.9% | -2.9% | +14.8% | +13.2% |
| YTD | -9.9% | -11.9% | +2.1% | -3.1% |
| 1Y | 0.0% | -16.5% | +16.5% | +10.9% |
| 3Y | +117.5% | +12.1% | +105.4% | +83.4% |
| 5Y | -6.6% | -7.4% | +0.8% | -6.9% |
| 10Y | +3,320.3% | +210.7% | +3,109.6% | +1,399.5% |
| All | +8,434.7% | +174.3% | +8,260.4% | +4,043.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling