+0.2%
SHOP vs APH
+302.4%
-302.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.4% |
| 7D | -2.5% | +0.4% | -2.8% | -3.2% |
| 30D | -16.7% | -8.0% | -8.7% | -12.8% |
| 3M | -2.2% | -5.0% | +2.8% | -1.7% |
| 6M | +45.6% | +29.9% | +15.6% | +4.8% |
| YTD | -7.3% | +18.0% | -25.2% | -32.7% |
| 1Y | -6.1% | +11.3% | -17.4% | -27.7% |
| 3Y | +143.3% | +274.9% | -131.6% | -67.5% |
| 5Y | +0.2% | +300.6% | -300.4% | -88.2% |
| All | +0.2% | +302.4% | -302.3% | -88.2% |
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