-5.6%
SHOP vs APD
+27.6%
-33.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | 0.0% |
| 7D | -5.1% | -2.2% | -2.9% | -4.0% |
| 30D | +0.6% | +2.1% | -1.5% | -0.6% |
| 3M | +25.0% | +7.2% | +17.9% | +19.8% |
| 6M | +11.9% | +11.2% | +0.7% | +3.4% |
| YTD | -9.9% | +24.4% | -34.3% | -23.4% |
| 1Y | 0.0% | +6.7% | -6.7% | -6.5% |
| 3Y | +117.5% | +9.2% | +108.3% | +94.0% |
| All | -5.6% | +27.6% | -33.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling