-35.8%
APLD vs SHEL
+33.9%
-69.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.3% |
| 7D | +19.6% | -1.6% | +21.2% | +19.4% |
| 30D | -24.5% | -4.3% | -20.2% | -24.7% |
| 3M | -45.6% | +10.4% | -56.0% | -46.0% |
| 6M | -61.4% | +17.5% | -79.0% | -61.6% |
| YTD | -30.9% | +37.8% | -68.7% | -46.2% |
| 1Y | -35.8% | +33.8% | -69.6% | -45.7% |
| All | -35.8% | +33.9% | -69.7% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling