+41.2%
SHOP vs APD
+1.7%
+39.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.7% |
| 7D | -5.4% | -3.7% | -1.8% | -5.3% |
| 30D | -10.3% | +9.6% | -19.9% | -9.7% |
| 3M | +1.0% | +1.6% | -0.6% | +1.2% |
| 6M | +41.2% | +2.2% | +39.1% | +23.0% |
| All | +41.2% | +1.7% | +39.5% | +23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling