+2,945.6%
SHOP vs APTV
-18.0%
+2,963.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -4.2% |
| 7D | -10.6% | -1.2% | -9.5% | -10.0% |
| 30D | -18.3% | -10.6% | -7.7% | -13.7% |
| 3M | +14.8% | -35.0% | +49.8% | +39.0% |
| 6M | -5.0% | -38.9% | +33.9% | +17.3% |
| YTD | -21.2% | -41.5% | +20.3% | -0.9% |
| 1Y | -11.6% | -45.8% | +34.2% | +15.4% |
| 3Y | +101.2% | -55.7% | +156.9% | +177.3% |
| 5Y | -15.7% | -70.1% | +54.4% | +38.7% |
| All | +2,945.6% | -18.0% | +2,963.6% | +3,352.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling