+151.9%
SHOP vs APLD
+238.5%
-86.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.4% | +1.5% |
| 7D | -2.7% | +3.1% | -5.7% | -3.1% |
| 30D | -11.0% | -29.4% | +18.4% | -8.9% |
| 3M | +0.3% | -42.8% | +43.1% | +4.1% |
| 6M | +37.7% | -59.5% | +97.2% | +45.3% |
| YTD | -5.5% | -31.8% | +26.3% | -6.9% |
| 1Y | -0.2% | -46.0% | +45.8% | -0.3% |
| 3Y | +151.9% | +252.0% | -100.1% | +105.0% |
| All | +151.9% | +238.5% | -86.6% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling