+8,534.1%
SHOP vs APTV
-43.8%
+8,577.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -0.9% |
| 7D | +2.1% | -5.0% | +7.1% | +4.6% |
| 30D | -16.8% | -12.3% | -4.5% | -11.2% |
| 3M | -2.4% | -19.9% | +17.5% | +8.6% |
| 6M | +47.0% | -29.4% | +76.4% | +68.0% |
| YTD | -8.8% | -49.0% | +40.2% | +22.4% |
| 1Y | -6.3% | -53.1% | +46.8% | +31.0% |
| 3Y | +139.3% | -48.9% | +188.2% | +209.4% |
| 5Y | -12.1% | -77.2% | +65.2% | +62.9% |
| 10Y | +3,601.0% | -26.8% | +3,627.7% | +3,902.2% |
| All | +8,534.1% | -43.8% | +8,577.9% | +10,700.6% |
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