+139.0%
SHOP vs APTV
-45.9%
+184.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | +2.8% | -4.3% | +7.1% | +5.0% |
| 30D | -14.2% | -9.7% | -4.5% | -9.9% |
| 3M | -5.5% | -20.6% | +15.0% | +4.8% |
| 6M | +32.8% | -31.7% | +64.5% | +52.2% |
| YTD | -8.9% | -48.0% | +39.1% | +20.2% |
| 1Y | -7.7% | -52.1% | +44.3% | +27.0% |
| 3Y | +139.0% | -47.9% | +186.9% | +197.0% |
| All | +139.0% | -45.9% | +184.9% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling