+191.5%
SHEL vs APD
+26.3%
+165.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | +1.9% | -2.5% | +4.4% | +2.5% |
| 30D | +8.7% | -1.9% | +10.5% | +9.1% |
| 3M | +11.0% | +8.2% | +2.7% | +8.5% |
| 6M | +14.6% | +10.7% | +3.8% | +11.3% |
| YTD | +33.3% | +22.9% | +10.4% | +26.0% |
| 1Y | +37.9% | +5.8% | +32.1% | +35.1% |
| 3Y | +69.7% | +7.8% | +62.0% | +64.0% |
| All | +191.5% | +26.3% | +165.2% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling