-4.3%
SHOP vs ALAB
+25.4%
-29.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +13.7% | -11.6% | +1.4% |
| 7D | -2.7% | -5.6% | +2.9% | -2.6% |
| 30D | -11.0% | -36.6% | +25.6% | -9.7% |
| 3M | +0.3% | -35.1% | +35.4% | +1.6% |
| 6M | +37.7% | +8.5% | +29.2% | +30.3% |
| YTD | -5.5% | +30.4% | -35.9% | -15.7% |
| All | -4.3% | +25.4% | -29.7% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling