+68.0%
SHEL vs APA
+43.6%
+24.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.1% |
| 7D | -1.6% | +9.6% | -11.2% | -4.4% |
| 30D | -4.3% | -0.2% | -4.1% | -4.4% |
| 3M | +10.4% | +19.8% | -9.5% | +4.1% |
| 6M | +17.5% | +30.1% | -12.5% | +7.7% |
| YTD | +37.8% | +100.4% | -62.6% | +10.1% |
| 1Y | +33.8% | +105.2% | -71.4% | +5.9% |
| All | +68.0% | +43.6% | +24.4% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling