-9.3%
SHOP vs APTV
-69.4%
+60.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.6% | -2.9% | -4.6% |
| 7D | -4.1% | +2.0% | -6.1% | -5.2% |
| 30D | -11.5% | -7.7% | -3.8% | -7.0% |
| 3M | +21.1% | -34.0% | +55.1% | +54.3% |
| 6M | +3.0% | -37.1% | +40.1% | +33.2% |
| YTD | -16.7% | -39.9% | +23.2% | +10.5% |
| 1Y | -8.3% | -44.4% | +36.1% | +28.2% |
| 3Y | +112.8% | -54.5% | +167.3% | +225.5% |
| 5Y | -9.3% | -69.1% | +59.9% | +82.9% |
| All | -9.3% | -69.4% | +60.2% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling