-2.9%
SHOP vs APD
+11.0%
-13.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.4% |
| 7D | -5.4% | -3.7% | -1.8% | -3.4% |
| 30D | -10.3% | +9.6% | -19.9% | -14.6% |
| 3M | +1.0% | +1.6% | -0.6% | +0.1% |
| 6M | +41.2% | +2.2% | +39.1% | +38.3% |
| YTD | -7.5% | +25.9% | -33.4% | -21.9% |
| 1Y | -4.6% | +20.1% | -24.7% | -17.5% |
| 3Y | +146.4% | +12.4% | +134.0% | +114.0% |
| All | -2.9% | +11.0% | -13.9% | -32.9% |
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 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