+243.9%
APLD vs SHEL
+103.2%
+140.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +1.1% |
| 7D | -6.3% | -6.7% | +0.3% | -0.7% |
| 30D | -29.6% | -2.9% | -26.7% | -28.6% |
| 3M | -42.6% | +9.1% | -51.7% | -47.9% |
| 6M | -59.6% | +17.9% | -77.5% | -66.7% |
| YTD | -32.0% | +36.0% | -68.0% | -52.9% |
| 1Y | -46.9% | +31.8% | -78.7% | -62.1% |
| 3Y | +255.7% | +66.9% | +188.8% | +91.1% |
| All | +243.9% | +103.2% | +140.7% | +61.3% |
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