+43.3%
SHEL vs APD
+36.4%
+6.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | -3.2% | +3.8% | -7.0% | -3.6% |
| 30D | +5.5% | +14.1% | -8.6% | +4.1% |
| 3M | +14.4% | +8.2% | +6.2% | +13.2% |
| 6M | +16.2% | +7.5% | +8.6% | +15.1% |
| YTD | +42.4% | +31.7% | +10.8% | +39.6% |
| 1Y | +43.3% | +35.1% | +8.2% | +40.8% |
| All | +43.3% | +36.4% | +6.9% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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