+71.7%
SHEL vs APD
+27.3%
+44.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.6% |
| 7D | -5.8% | -1.6% | -4.2% | -5.5% |
| 30D | -1.3% | +10.6% | -11.9% | -3.2% |
| 3M | +12.7% | +2.5% | +10.2% | +12.1% |
| 6M | +19.9% | +6.0% | +13.9% | +18.2% |
| YTD | +38.3% | +28.4% | +9.8% | +31.0% |
| 1Y | +35.7% | +22.2% | +13.5% | +29.7% |
| 3Y | +71.7% | +26.6% | +45.1% | +64.2% |
| All | +71.7% | +27.3% | +44.4% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling