+132,206.2%
APH vs SHEL
+2,211.0%
+129,995.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +5.0% | +2.2% | +2.7% | +4.4% |
| 30D | -3.9% | +6.8% | -10.7% | -5.5% |
| 3M | +13.0% | +8.1% | +4.9% | +10.4% |
| 6M | +25.2% | +14.4% | +10.7% | +20.1% |
| YTD | +22.9% | +30.0% | -7.0% | +14.0% |
| 1Y | +47.8% | +33.3% | +14.5% | +36.2% |
| 3Y | +283.0% | +66.4% | +216.6% | +231.4% |
| 5Y | +349.7% | +178.6% | +171.1% | +234.9% |
| 10Y | +1,061.2% | +198.4% | +862.8% | +720.0% |
| All | +132,206.2% | +2,211.0% | +129,995.2% | +91,999.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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