+187.8%
SHEL vs APTV
+180.9%
+6.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.2% | +4.0% |
| 7D | +1.9% | +2.0% | 0.0% | +1.2% |
| 30D | +8.7% | -7.7% | +16.4% | +11.1% |
| 3M | +11.0% | -34.0% | +45.0% | +24.7% |
| 6M | +14.6% | -37.1% | +51.7% | +28.8% |
| YTD | +33.3% | -39.9% | +73.2% | +51.1% |
| 1Y | +37.9% | -44.4% | +82.3% | +59.8% |
| 3Y | +69.7% | -54.5% | +124.2% | +100.9% |
| 5Y | +190.1% | -69.1% | +259.3% | +277.0% |
| 10Y | +197.0% | -20.0% | +217.0% | +142.1% |
| All | +187.8% | +180.9% | +6.8% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling