+446.2%
APP vs SHOP
+19.8%
+426.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.1% | +37.1% | +34.5% |
| 7D | +39.7% | -13.9% | +53.6% | +50.3% |
| 30D | +27.7% | -12.6% | +40.3% | +36.0% |
| 3M | -14.8% | -0.3% | -14.4% | -17.0% |
| 6M | -25.5% | +33.6% | -59.1% | -40.4% |
| YTD | -47.2% | -10.7% | -36.5% | -46.2% |
| 1Y | -42.3% | -11.8% | -30.5% | -41.1% |
| 3Y | +806.8% | +133.9% | +672.9% | +387.1% |
| 5Y | +261.6% | -5.9% | +267.6% | +145.9% |
| All | +446.2% | +19.8% | +426.4% | +230.1% |
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