+120.5%
SHOP vs APH
+89.1%
+31.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -47.8% | +46.2% | +16.2% |
| 7D | -6.0% | -48.7% | +42.7% | +12.2% |
| 30D | +0.6% | -51.9% | +52.5% | +24.0% |
| 3M | +25.0% | -43.6% | +68.6% | +36.6% |
| 6M | +11.9% | -37.5% | +49.4% | +12.6% |
| YTD | -9.9% | -38.6% | +28.8% | -12.4% |
| 1Y | 0.0% | -26.3% | +26.3% | -18.2% |
| All | +120.5% | +89.1% | +31.4% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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