+146.8%
SHOP vs APLD
+281.1%
-134.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.4% | -5.6% | +1.1% |
| 7D | -2.5% | +7.8% | -10.3% | -3.2% |
| 30D | -16.7% | -23.0% | +6.3% | -15.1% |
| 3M | -2.2% | -39.7% | +37.5% | +1.5% |
| 6M | +45.6% | -59.8% | +105.4% | +54.8% |
| YTD | -7.3% | -27.0% | +19.7% | -9.0% |
| 1Y | -6.1% | -37.3% | +31.2% | -7.1% |
| 3Y | +143.3% | +281.9% | -138.5% | +77.3% |
| All | +146.8% | +281.1% | -134.3% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling