+3,608.8%
SHOP vs APD
+185.9%
+3,422.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.5% |
| 7D | -5.4% | -3.7% | -1.8% | -3.3% |
| 30D | -10.3% | +9.6% | -19.9% | -14.9% |
| 3M | +1.0% | +1.6% | -0.6% | 0.0% |
| 6M | +41.2% | +2.2% | +39.1% | +38.0% |
| YTD | -7.5% | +25.9% | -33.4% | -22.0% |
| 1Y | -4.6% | +20.1% | -24.7% | -17.6% |
| 3Y | +146.4% | +12.4% | +134.0% | +112.6% |
| 5Y | -2.5% | +11.1% | -13.7% | -16.6% |
| All | +3,608.8% | +185.9% | +3,422.9% | +1,342.2% |
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