+8,434.7%
SHOP vs APTV
-30.6%
+8,465.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -2.0% |
| 7D | -5.1% | +4.8% | -9.9% | -7.2% |
| 30D | +0.6% | +2.0% | -1.4% | -0.6% |
| 3M | +25.0% | -34.2% | +59.3% | +50.3% |
| 6M | +11.9% | -34.7% | +46.6% | +33.4% |
| YTD | -9.9% | -37.0% | +27.1% | +9.1% |
| 1Y | 0.0% | -40.4% | +40.4% | +24.2% |
| 3Y | +117.5% | -54.1% | +171.6% | +194.2% |
| 5Y | -6.6% | -68.0% | +61.4% | +49.0% |
| 10Y | +3,320.3% | -15.5% | +3,335.8% | +3,336.0% |
| All | +8,434.7% | -30.6% | +8,465.3% | +9,528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling