+159.2%
SHEL vs APA
+90.9%
+68.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | -1.6% | +9.6% | -11.2% | -4.7% |
| 30D | -4.3% | -0.2% | -4.1% | -4.4% |
| 3M | +10.4% | +19.8% | -9.5% | +3.2% |
| 6M | +17.5% | +30.1% | -12.5% | +6.3% |
| YTD | +37.8% | +100.4% | -62.6% | +5.9% |
| 1Y | +33.8% | +105.2% | -71.4% | +1.7% |
| 3Y | +69.1% | +44.6% | +24.5% | +39.0% |
| All | +159.2% | +90.9% | +68.2% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling