+500.0%
APP vs SHOP
+24.1%
+475.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.6% | +6.3% | +7.8% |
| 7D | +71.2% | -5.4% | +76.7% | +74.4% |
| 30D | +39.1% | -10.3% | +49.4% | +46.1% |
| 3M | +16.5% | +1.0% | +15.6% | +13.3% |
| 6M | -16.6% | +41.2% | -57.8% | -35.2% |
| YTD | -41.9% | -7.5% | -34.4% | -42.0% |
| 1Y | -37.0% | -4.6% | -32.5% | -38.4% |
| 3Y | +892.4% | +146.4% | +746.0% | +418.2% |
| 5Y | +297.3% | -2.5% | +299.8% | +165.2% |
| All | +500.0% | +24.1% | +475.9% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling