+87.0%
SHOP vs ALAB
+312.6%
-225.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +13.7% | -11.6% | 0.0% |
| 7D | -2.7% | -5.6% | +2.9% | -2.2% |
| 30D | -11.0% | -36.6% | +25.6% | -5.2% |
| 3M | +0.3% | -35.1% | +35.4% | +5.8% |
| 6M | +37.7% | +8.5% | +29.2% | +25.2% |
| YTD | -5.5% | +30.4% | -35.9% | -20.3% |
| 1Y | -0.2% | +31.0% | -31.3% | -17.1% |
| All | +87.0% | +312.6% | -225.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling