+506.6%
APP vs SHEL
+198.9%
+307.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | +61.1% | -6.7% | +67.7% | +63.3% |
| 30D | +42.8% | -2.9% | +45.7% | +43.0% |
| 3M | +16.7% | +9.1% | +7.6% | +13.1% |
| 6M | -15.6% | +17.9% | -33.5% | -20.6% |
| YTD | -41.3% | +36.0% | -77.3% | -47.7% |
| 1Y | -39.3% | +31.8% | -71.1% | -45.3% |
| 3Y | +803.2% | +66.9% | +736.3% | +651.5% |
| 5Y | +313.2% | +160.6% | +152.6% | +209.6% |
| All | +506.6% | +198.9% | +307.7% | +332.2% |
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