+194.1%
SHEL vs APO
+1,582.7%
-1,388.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | -1.6% | +3.5% | -5.0% | -2.5% |
| 30D | -4.3% | +4.4% | -8.7% | -5.8% |
| 3M | +10.4% | -12.1% | +22.5% | +13.7% |
| 6M | +17.5% | -7.2% | +24.8% | +18.5% |
| YTD | +37.8% | -15.1% | +52.9% | +41.1% |
| 1Y | +33.8% | -7.7% | +41.4% | +33.3% |
| 3Y | +69.1% | +49.6% | +19.5% | +38.3% |
| 5Y | +165.7% | +78.3% | +87.4% | +97.4% |
| 10Y | +212.9% | +827.7% | -614.8% | +35.6% |
| All | +194.1% | +1,582.7% | -1,388.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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