+443.7%
APLD vs SHEL
+94.2%
+349.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.2% |
| 7D | +4.1% | +2.2% | +1.8% | +1.9% |
| 30D | -11.7% | +6.8% | -18.6% | -17.1% |
| 3M | -40.3% | +8.1% | -48.4% | -45.3% |
| 6M | -8.0% | +14.4% | -22.4% | -22.6% |
| YTD | +7.5% | +30.0% | -22.4% | -21.2% |
| 1Y | +84.0% | +33.3% | +50.7% | +29.7% |
| 3Y | +356.2% | +66.4% | +289.8% | +144.2% |
| All | +443.7% | +94.2% | +349.5% | +170.1% |
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 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