+459.6%
APLD vs SHEL
+99.7%
+359.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.4% |
| 7D | +9.0% | +3.0% | +5.9% | +6.2% |
| 30D | -6.6% | +7.2% | -13.8% | -12.4% |
| 3M | -35.2% | +12.9% | -48.1% | -43.1% |
| 6M | +0.4% | +13.7% | -13.3% | -14.3% |
| YTD | +10.7% | +33.7% | -23.0% | -20.8% |
| 1Y | +78.6% | +37.9% | +40.7% | +22.1% |
| 3Y | +423.9% | +70.2% | +353.7% | +175.6% |
| All | +459.6% | +99.7% | +359.9% | +171.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling