-39.3%
APP vs SHEL
+33.4%
-72.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -4.3% |
| 7D | +61.1% | -6.7% | +67.7% | +57.0% |
| 30D | +42.8% | -2.9% | +45.7% | +40.6% |
| 3M | +16.7% | +9.1% | +7.6% | +18.2% |
| 6M | -15.6% | +17.9% | -33.5% | -13.4% |
| YTD | -41.3% | +36.0% | -77.3% | -43.5% |
| 1Y | -39.3% | +31.8% | -71.1% | -40.2% |
| All | -39.3% | +33.4% | -72.7% | -40.2% |
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 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