+528.8%
APP vs SHEL
+203.9%
+325.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +79.2% | -5.8% | +84.9% | +81.3% |
| 30D | +48.0% | -1.3% | +49.3% | +47.7% |
| 3M | +18.2% | +12.7% | +5.5% | +13.7% |
| 6M | -12.5% | +19.9% | -32.4% | -18.0% |
| YTD | -39.2% | +38.3% | -77.4% | -46.0% |
| 1Y | -33.9% | +35.7% | -69.5% | -40.9% |
| 3Y | +933.3% | +71.7% | +861.6% | +754.0% |
| 5Y | +295.9% | +158.4% | +137.4% | +197.3% |
| All | +528.8% | +203.9% | +325.0% | +346.4% |
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