+654.6%
APP vs SHEL
+65.3%
+589.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +2.0% |
| 7D | +0.9% | +2.2% | -1.4% | +0.3% |
| 30D | -23.3% | +6.8% | -30.1% | -24.8% |
| 3M | -42.6% | +8.1% | -50.8% | -44.1% |
| 6M | -33.6% | +14.4% | -48.0% | -37.6% |
| YTD | -52.4% | +30.0% | -82.4% | -58.1% |
| 1Y | -35.9% | +33.3% | -69.2% | -44.3% |
| All | +654.6% | +65.3% | +589.3% | +484.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling