+146.4%
SHOP vs APLD
+185.8%
-39.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.7% | -6.1% | +2.8% |
| 7D | -5.4% | -12.7% | +7.3% | -4.7% |
| 30D | -10.3% | -34.7% | +24.4% | -7.6% |
| 3M | +1.0% | -46.1% | +47.1% | +5.3% |
| 6M | +41.2% | -64.9% | +106.1% | +50.8% |
| YTD | -7.5% | -36.6% | +29.1% | -8.3% |
| 1Y | -4.6% | -50.0% | +45.4% | -4.0% |
| 3Y | +146.4% | +190.1% | -43.7% | +100.7% |
| All | +146.4% | +185.8% | -39.4% | +100.7% |
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