-43.0%
APP vs SHEL
+37.1%
-80.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.3% |
| 7D | +0.1% | +1.9% | -1.8% | +0.4% |
| 30D | -10.0% | +8.7% | -18.7% | -8.8% |
| 3M | -44.6% | +11.0% | -55.6% | -43.1% |
| 6M | -37.9% | +14.6% | -52.4% | -37.6% |
| YTD | -53.7% | +33.3% | -87.0% | -55.9% |
| 1Y | -43.0% | +37.9% | -80.8% | -42.8% |
| All | -43.0% | +37.1% | -80.1% | -42.8% |
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