+210.0%
SHEL vs APTV
-16.1%
+226.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +4.1% | -5.0% | +9.1% | +5.6% |
| 30D | +8.4% | -6.1% | +14.4% | +10.2% |
| 3M | +13.7% | -33.0% | +46.7% | +26.9% |
| 6M | +12.7% | -35.2% | +47.9% | +25.3% |
| YTD | +35.3% | -40.1% | +75.5% | +53.2% |
| 1Y | +39.4% | -45.6% | +85.0% | +62.4% |
| 3Y | +71.5% | -54.4% | +125.8% | +102.6% |
| 5Y | +195.0% | -68.9% | +263.9% | +283.7% |
| All | +210.0% | -16.1% | +226.1% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling