+146.4%
SHOP vs APD
+11.7%
+134.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.9% |
| 7D | -5.4% | -3.7% | -1.8% | -4.6% |
| 30D | -10.3% | +9.6% | -19.9% | -12.1% |
| 3M | +1.0% | +1.6% | -0.6% | +0.6% |
| 6M | +41.2% | +2.2% | +39.1% | +40.3% |
| YTD | -7.5% | +25.9% | -33.4% | -14.6% |
| 1Y | -4.6% | +20.1% | -24.7% | -10.6% |
| 3Y | +146.4% | +12.4% | +134.0% | +128.9% |
| All | +146.4% | +11.7% | +134.7% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling