-4.9%
SHOP vs APTV
-46.4%
+41.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.6% | +2.7% | +5.7% |
| 7D | -9.0% | -1.9% | -7.2% | -8.3% |
| 30D | -4.4% | -1.4% | -3.0% | -3.8% |
| 3M | +24.1% | -9.3% | +33.5% | +27.8% |
| 6M | +20.0% | -27.3% | +47.3% | +28.6% |
| YTD | -4.9% | -43.1% | +38.2% | +15.3% |
| 1Y | -4.9% | -46.5% | +41.6% | +17.6% |
| All | -4.9% | -46.4% | +41.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling