+1,156.2%
ABBV vs SHEL
+167.1%
+989.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +0.4% | +2.2% | -1.9% | -0.1% |
| 30D | +4.2% | +6.8% | -2.7% | +2.6% |
| 3M | +14.8% | +8.1% | +6.7% | +12.6% |
| 6M | +10.3% | +14.4% | -4.1% | +6.6% |
| YTD | +14.9% | +30.0% | -15.1% | +7.5% |
| 1Y | +24.1% | +33.3% | -9.2% | +15.3% |
| 3Y | +91.9% | +66.4% | +25.5% | +68.3% |
| 5Y | +176.0% | +178.6% | -2.5% | +108.5% |
| 10Y | +502.9% | +198.4% | +304.5% | +326.3% |
| All | +1,156.2% | +167.1% | +989.1% | +787.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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