+78.4%
SHOP vs ALAB
+490.6%
-412.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.8% | -10.3% | -2.0% |
| 7D | -5.1% | +7.2% | -12.3% | -6.2% |
| 30D | +0.6% | -2.5% | +3.1% | +0.8% |
| 3M | +25.0% | -13.3% | +38.3% | +23.6% |
| 6M | +11.9% | +172.8% | -160.9% | -15.5% |
| YTD | -9.9% | +86.6% | -96.4% | -27.2% |
| 1Y | 0.0% | +65.2% | -65.2% | -19.5% |
| All | +78.4% | +490.6% | -412.2% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling