+2,623.6%
SHEL vs APD
+6,318.0%
-3,694.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -1.0% |
| 7D | -5.8% | -1.6% | -4.2% | -5.2% |
| 30D | -1.3% | +10.6% | -11.9% | -5.2% |
| 3M | +12.7% | +2.5% | +10.2% | +11.4% |
| 6M | +19.9% | +6.0% | +13.9% | +16.4% |
| YTD | +38.3% | +28.4% | +9.8% | +23.8% |
| 1Y | +35.7% | +22.2% | +13.5% | +23.5% |
| 3Y | +71.7% | +26.6% | +45.1% | +49.7% |
| 5Y | +158.4% | +11.8% | +146.7% | +131.6% |
| 10Y | +204.1% | +187.8% | +16.3% | +84.2% |
| All | +2,623.6% | +6,318.0% | -3,694.4% | +707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling