+143.2%
SHOP vs APLD
+239.8%
-96.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.7% |
| 7D | -1.2% | +2.7% | -3.9% | -1.5% |
| 30D | -14.7% | -21.4% | +6.7% | -13.3% |
| 3M | -7.2% | -47.8% | +40.6% | -2.5% |
| 6M | +54.2% | -64.9% | +119.1% | +66.0% |
| YTD | -8.6% | -34.9% | +26.2% | -9.4% |
| 1Y | +0.5% | -30.7% | +31.3% | -1.5% |
| 3Y | +135.9% | +305.3% | -169.4% | +71.0% |
| All | +143.2% | +239.8% | -96.6% | +40.5% |
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