+220.6%
APLD vs SHEL
+107.0%
+113.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.8% | +10.6% |
| 7D | -12.7% | -8.8% | -3.9% | -5.5% |
| 30D | -34.7% | +2.3% | -37.0% | -36.7% |
| 3M | -46.1% | +11.6% | -57.7% | -52.0% |
| 6M | -64.9% | +15.7% | -80.5% | -70.4% |
| YTD | -36.6% | +38.6% | -75.1% | -56.8% |
| 1Y | -50.0% | +38.5% | -88.4% | -65.9% |
| 3Y | +190.1% | +66.9% | +123.2% | +57.1% |
| All | +220.6% | +107.0% | +113.6% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling