+137.7%
SHOP vs APLD
+201.5%
-63.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -14.7% | +8.6% | -4.7% |
| 7D | -13.9% | -27.0% | +13.1% | -11.6% |
| 30D | -12.6% | -44.1% | +31.5% | -8.3% |
| 3M | -0.3% | -52.6% | +52.2% | +5.7% |
| 6M | +33.6% | -64.5% | +98.0% | +43.3% |
| YTD | -10.7% | -42.2% | +31.5% | -10.4% |
| 1Y | -11.8% | -57.2% | +45.4% | -9.5% |
| 3Y | +133.9% | +159.5% | -25.7% | +76.8% |
| All | +137.7% | +201.5% | -63.8% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling