+653.5%
APP vs SHOP
+119.0%
+534.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.5% |
| 7D | +0.9% | -5.1% | +6.0% | +3.7% |
| 30D | -23.3% | +0.6% | -23.9% | -24.0% |
| 3M | -42.6% | +25.0% | -67.7% | -50.8% |
| 6M | -33.6% | +11.9% | -45.5% | -40.1% |
| YTD | -52.4% | -9.9% | -42.6% | -51.2% |
| 1Y | -35.9% | 0.0% | -35.8% | -38.6% |
| All | +653.5% | +119.0% | +534.5% | +418.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 3y: compounded portfolio wealth divided by compounded SHOP 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…
3y analysis · Full analysis span regression · 6 months rolling