+11.9%
SHOP vs APH
-37.2%
+49.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -47.8% | +46.2% | +2.8% |
| 7D | -6.0% | -48.7% | +42.7% | -1.5% |
| 30D | +0.6% | -51.9% | +52.5% | +6.8% |
| 3M | +25.0% | -43.6% | +68.6% | +24.7% |
| 6M | +11.9% | -37.5% | +49.4% | +4.6% |
| All | +11.9% | -37.2% | +49.1% | +4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling