-26.4%
APP vs SHEL
+35.5%
-62.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +4.5% |
| 7D | +4.6% | +0.8% | +3.8% | +4.9% |
| 30D | +56.0% | -3.6% | +59.6% | +54.3% |
| 3M | +30.8% | +12.0% | +18.8% | +34.2% |
| 6M | -9.8% | +19.7% | -29.5% | -6.0% |
| YTD | -39.3% | +39.6% | -78.9% | -40.6% |
| 1Y | -26.4% | +36.4% | -62.9% | -25.6% |
| All | -26.4% | +35.5% | -62.0% | -25.6% |
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