+112.8%
SHOP vs APTV
-54.7%
+167.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.6% | -2.9% | -5.7% |
| 7D | -4.1% | +2.0% | -6.1% | -4.7% |
| 30D | -11.5% | -7.7% | -3.8% | -8.7% |
| 3M | +21.1% | -34.0% | +55.1% | +41.9% |
| 6M | +3.0% | -37.1% | +40.1% | +22.0% |
| YTD | -16.7% | -39.9% | +23.2% | +0.6% |
| 1Y | -8.3% | -44.4% | +36.1% | +14.6% |
| 3Y | +112.8% | -54.5% | +167.3% | +162.5% |
| All | +112.8% | -54.7% | +167.5% | +162.5% |
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