+37.0%
SHEL vs APD
+5.6%
+31.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +3.9% | -3.5% | +7.4% | +4.2% |
| 30D | +7.0% | -5.1% | +12.0% | +7.4% |
| 3M | +12.5% | +6.9% | +5.6% | +11.6% |
| 6M | +14.8% | +8.1% | +6.7% | +14.0% |
| YTD | +34.2% | +21.2% | +12.9% | +33.2% |
| 1Y | +37.0% | +4.9% | +32.1% | +31.8% |
| All | +37.0% | +5.6% | +31.4% | +31.8% |
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