0.0%
SHOP vs APD
+6.0%
-6.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.7% |
| 7D | -5.1% | -2.2% | -2.9% | -5.4% |
| 30D | +0.6% | +2.1% | -1.5% | +1.0% |
| 3M | +25.0% | +7.2% | +17.9% | +27.0% |
| 6M | +11.9% | +11.2% | +0.7% | +13.2% |
| YTD | -9.9% | +24.4% | -34.3% | -8.9% |
| 1Y | 0.0% | +6.7% | -6.7% | +22.1% |
| All | 0.0% | +6.0% | -6.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling