+3,772.8%
SHOP vs APD
+191.6%
+3,581.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +2.1% | +2.2% | -0.1% | +0.8% |
| 30D | -16.8% | +9.4% | -26.3% | -21.1% |
| 3M | -2.4% | +4.7% | -7.1% | -5.0% |
| 6M | +47.0% | +5.5% | +41.5% | +41.4% |
| YTD | -8.8% | +31.4% | -40.2% | -25.0% |
| 1Y | -6.3% | +24.1% | -30.4% | -20.5% |
| 3Y | +139.3% | +28.8% | +110.5% | +90.8% |
| 5Y | -12.1% | +15.8% | -27.8% | -26.5% |
| All | +3,772.8% | +191.6% | +3,581.2% | +1,377.8% |
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