+3,557.0%
SHOP vs APD
+187.0%
+3,370.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +2.8% | -0.2% | +3.1% | +3.1% |
| 30D | -14.2% | +11.0% | -25.2% | -19.2% |
| 3M | -5.5% | +1.3% | -6.8% | -6.3% |
| 6M | +32.8% | +6.4% | +26.4% | +26.8% |
| YTD | -8.9% | +28.9% | -37.8% | -24.2% |
| 1Y | -7.7% | +23.2% | -31.0% | -21.5% |
| 3Y | +139.0% | +26.3% | +112.7% | +92.6% |
| 5Y | -0.5% | +12.0% | -12.6% | -15.3% |
| 10Y | +3,557.0% | +183.2% | +3,373.9% | +1,276.7% |
| All | +3,557.0% | +187.0% | +3,370.0% | +1,276.7% |
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