+139.9%
SHOP vs APLD
+461.1%
-321.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | -5.1% | +4.1% | -9.2% | -5.4% |
| 30D | +0.6% | -11.7% | +12.3% | +1.6% |
| 3M | +25.0% | -40.3% | +65.3% | +29.8% |
| 6M | +11.9% | -8.0% | +19.9% | +9.7% |
| YTD | -9.9% | +7.5% | -17.4% | -13.9% |
| 1Y | 0.0% | +84.0% | -84.1% | -10.6% |
| 3Y | +117.5% | +356.2% | -238.7% | +57.0% |
| All | +139.9% | +461.1% | -321.2% | +33.5% |
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 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