-6.3%
SHOP vs APTV
-52.6%
+46.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.1% |
| 7D | +2.1% | -5.0% | +7.1% | +3.9% |
| 30D | -16.8% | -12.3% | -4.5% | -12.7% |
| 3M | -2.4% | -19.9% | +17.5% | +5.2% |
| 6M | +47.0% | -29.4% | +76.4% | +55.0% |
| YTD | -8.8% | -49.0% | +40.2% | +15.4% |
| 1Y | -6.3% | -53.1% | +46.8% | +23.2% |
| All | -6.3% | -52.6% | +46.3% | +23.2% |
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