+8,524.1%
SHOP vs ABT
+181.4%
+8,342.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | +2.8% | +1.0% | +1.9% | +2.2% |
| 30D | -14.2% | +11.6% | -25.8% | -20.7% |
| 3M | -5.5% | +2.3% | -7.8% | -7.3% |
| 6M | +32.8% | +32.7% | 0.0% | +7.7% |
| YTD | -8.9% | -9.6% | +0.7% | -4.0% |
| 1Y | -7.7% | -10.1% | +2.4% | -2.8% |
| 3Y | +139.0% | +25.2% | +113.8% | +84.3% |
| 5Y | -0.5% | -4.5% | +4.0% | -2.8% |
| 10Y | +3,557.0% | +228.3% | +3,328.7% | +1,448.5% |
| All | +8,524.1% | +181.4% | +8,342.7% | +4,005.8% |
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