+500.0%
APP vs SHEL
+204.5%
+295.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +10.1% |
| 7D | +71.2% | -8.8% | +80.0% | +74.6% |
| 30D | +39.1% | +2.3% | +36.8% | +37.5% |
| 3M | +16.5% | +11.6% | +5.0% | +12.4% |
| 6M | -16.6% | +15.7% | -32.2% | -20.9% |
| YTD | -41.9% | +38.6% | -80.5% | -48.5% |
| 1Y | -37.0% | +38.5% | -75.5% | -44.2% |
| 3Y | +892.4% | +66.9% | +825.6% | +726.2% |
| 5Y | +297.3% | +160.6% | +136.7% | +197.9% |
| All | +500.0% | +204.5% | +295.5% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling