-25.5%
APP vs SHOP
+23.9%
-49.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.1% | +37.1% | +32.7% |
| 7D | +39.7% | -13.9% | +53.6% | +46.2% |
| 30D | +27.7% | -12.6% | +40.3% | +32.8% |
| 3M | -14.8% | -0.3% | -14.4% | -16.7% |
| 6M | -25.5% | +33.6% | -59.1% | -38.7% |
| All | -25.5% | +23.9% | -49.4% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling