+39.4%
SHEL vs APA
+101.6%
-62.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +4.1% | +4.6% | -0.5% | +2.7% |
| 30D | +8.4% | +11.9% | -3.5% | +4.7% |
| 3M | +13.7% | +22.5% | -8.8% | +6.4% |
| 6M | +12.7% | +37.5% | -24.8% | +1.7% |
| YTD | +35.3% | +87.2% | -51.8% | +13.2% |
| 1Y | +39.4% | +101.4% | -62.1% | +14.7% |
| All | +39.4% | +101.6% | -62.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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