+142.4%
SHOP vs APLD
+254.9%
-112.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.3% | -3.6% |
| 7D | +2.8% | -6.3% | +9.2% | +3.3% |
| 30D | -14.2% | -29.6% | +15.4% | -11.9% |
| 3M | -5.5% | -42.6% | +37.1% | -1.5% |
| 6M | +32.8% | -59.6% | +92.4% | +41.0% |
| YTD | -8.9% | -32.0% | +23.1% | -10.0% |
| 1Y | -7.7% | -46.9% | +39.2% | -7.3% |
| 3Y | +139.0% | +255.7% | -116.6% | +75.3% |
| All | +142.4% | +254.9% | -112.5% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling