+2,460.3%
SHEL vs APA
+815.8%
+1,644.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.7% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +6.8% | +23.4% | -16.6% | -0.7% |
| 3M | +8.1% | +12.7% | -4.6% | +3.4% |
| 6M | +14.4% | +39.4% | -25.0% | +1.0% |
| YTD | +30.0% | +79.0% | -49.0% | +5.0% |
| 1Y | +33.3% | +88.8% | -55.5% | +4.8% |
| 3Y | +66.4% | +6.4% | +60.1% | +51.6% |
| 5Y | +178.6% | +153.0% | +25.6% | +79.6% |
| 10Y | +198.4% | +7.5% | +190.9% | +91.4% |
| All | +2,460.3% | +815.8% | +1,644.5% | +1,042.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling