+151.9%
SHOP vs APH
+284.3%
-132.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.2% | -6.1% | -2.1% |
| 7D | -2.7% | +1.1% | -3.8% | -4.2% |
| 30D | -11.0% | -7.5% | -3.5% | -8.3% |
| 3M | +0.3% | -4.4% | +4.8% | +0.8% |
| 6M | +37.7% | +26.5% | +11.3% | +13.3% |
| YTD | -5.5% | +20.0% | -25.6% | -23.8% |
| 1Y | -0.2% | +16.9% | -17.1% | -18.0% |
| 3Y | +151.9% | +288.5% | -136.6% | -26.1% |
| All | +151.9% | +284.3% | -132.4% | -26.1% |
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