+8,659.4%
SHOP vs APA
-4.8%
+8,664.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +0.9% | +3.2% |
| 7D | -5.4% | -15.5% | +10.1% | -3.1% |
| 30D | -10.3% | +2.4% | -12.7% | -10.8% |
| 3M | +1.0% | +22.8% | -21.8% | -2.8% |
| 6M | +41.2% | +17.9% | +23.3% | +35.7% |
| YTD | -7.5% | +87.7% | -95.2% | -18.9% |
| 1Y | -4.6% | +94.2% | -98.8% | -17.0% |
| 3Y | +146.4% | +27.2% | +119.2% | +123.3% |
| 5Y | -2.5% | +74.1% | -76.7% | -17.6% |
| 10Y | +3,703.6% | +2.6% | +3,700.9% | +3,034.7% |
| All | +8,659.4% | -4.8% | +8,664.3% | +11,016.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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