+8,434.7%
SHOP vs APH
+1,168.5%
+7,266.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | -5.1% | +5.0% | -10.1% | -9.0% |
| 30D | +0.6% | -3.9% | +4.5% | +2.8% |
| 3M | +25.0% | +13.0% | +12.1% | +8.1% |
| 6M | +11.9% | +25.2% | -13.2% | -13.4% |
| YTD | -9.9% | +22.9% | -32.8% | -32.5% |
| 1Y | 0.0% | +47.8% | -47.9% | -38.3% |
| 3Y | +117.5% | +283.0% | -165.5% | -48.7% |
| 5Y | -6.6% | +349.7% | -356.3% | -80.1% |
| 10Y | +3,320.3% | +1,061.2% | +2,259.1% | +226.3% |
| All | +8,434.7% | +1,168.5% | +7,266.2% | +577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling