+3,003.4%
SHOP vs APD
+161.1%
+2,842.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.2% | -6.4% | -6.9% |
| 7D | -4.1% | -2.5% | -1.6% | -2.7% |
| 30D | -11.5% | -1.9% | -9.6% | -10.5% |
| 3M | +21.1% | +8.2% | +12.8% | +15.0% |
| 6M | +3.0% | +10.7% | -7.8% | -4.9% |
| YTD | -16.7% | +22.9% | -39.6% | -28.8% |
| 1Y | -8.3% | +5.8% | -14.1% | -14.5% |
| 3Y | +112.8% | +7.8% | +105.0% | +89.4% |
| 5Y | -9.3% | +26.1% | -35.4% | -28.3% |
| 10Y | +3,003.4% | +163.7% | +2,839.7% | +1,122.6% |
| All | +3,003.4% | +161.1% | +2,842.3% | +1,122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling