-11.2%
SHOP vs APH
+289.4%
-300.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +1.6% |
| 7D | -1.2% | +4.9% | -6.1% | -5.1% |
| 30D | -14.7% | -5.4% | -9.3% | -12.8% |
| 3M | -7.2% | -5.5% | -1.8% | -6.3% |
| 6M | +54.2% | +25.9% | +28.3% | +14.4% |
| YTD | -8.6% | +16.4% | -25.0% | -32.9% |
| 1Y | +0.5% | +16.5% | -16.0% | -27.0% |
| 3Y | +135.9% | +270.9% | -134.9% | -68.0% |
| All | -11.2% | +289.4% | -300.6% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling