+80.5%
SHOP vs ALAB
+333.4%
-252.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +2.1% | +26.9% | -24.8% | -1.8% |
| 30D | -16.8% | -30.0% | +13.2% | -12.8% |
| 3M | -2.4% | -28.5% | +26.1% | +1.4% |
| 6M | +47.0% | +11.4% | +35.6% | +33.3% |
| YTD | -8.8% | +36.9% | -45.7% | -23.7% |
| 1Y | -6.3% | +44.4% | -50.6% | -23.6% |
| All | +80.5% | +333.4% | -252.9% | +17.4% |
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