-37.1%
APP vs SHEL
+35.6%
-72.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.7% |
| 7D | +79.2% | -5.8% | +84.9% | +75.6% |
| 30D | +48.0% | -1.3% | +49.3% | +46.9% |
| 3M | +18.2% | +12.7% | +5.5% | +21.2% |
| 6M | -12.5% | +19.9% | -32.4% | -9.6% |
| YTD | -39.2% | +38.3% | -77.4% | -41.0% |
| All | -37.1% | +35.6% | -72.7% | -37.6% |
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