+216.1%
SHEL vs APD
+191.6%
+24.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.6% | +2.2% | -3.7% | -2.5% |
| 30D | -4.3% | +9.4% | -13.7% | -7.9% |
| 3M | +10.4% | +4.7% | +5.7% | +8.1% |
| 6M | +17.5% | +5.5% | +12.1% | +14.2% |
| YTD | +37.8% | +31.4% | +6.4% | +21.2% |
| 1Y | +33.8% | +24.1% | +9.7% | +20.1% |
| 3Y | +69.1% | +28.8% | +40.3% | +44.0% |
| 5Y | +165.7% | +15.8% | +149.9% | +132.4% |
| All | +216.1% | +191.6% | +24.5% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling