+64.9%
SHOP vs ALAB
+449.6%
-384.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.9% | -0.6% | -6.5% |
| 7D | -4.1% | +3.2% | -7.3% | -4.6% |
| 30D | -11.5% | -13.6% | +2.0% | -9.7% |
| 3M | +21.1% | -16.6% | +37.6% | +20.4% |
| 6M | +3.0% | +142.3% | -139.3% | -20.6% |
| YTD | -16.7% | +73.6% | -90.3% | -32.0% |
| 1Y | -8.3% | +33.7% | -42.0% | -22.5% |
| All | +64.9% | +449.6% | -384.7% | +4.7% |
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