+15.9%
ABNB vs SHEL
+215.0%
-199.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -9.5% | +3.9% | -13.4% | -10.6% |
| 30D | -9.4% | +7.0% | -16.3% | -11.3% |
| 3M | +29.9% | +12.5% | +17.4% | +24.7% |
| 6M | +26.6% | +14.8% | +11.8% | +20.2% |
| YTD | +23.5% | +34.2% | -10.6% | +10.4% |
| 1Y | +35.8% | +37.0% | -1.2% | +20.3% |
| 3Y | +15.0% | +70.9% | -55.9% | -7.0% |
| 5Y | +1.5% | +192.5% | -191.1% | -29.5% |
| All | +15.9% | +215.0% | -199.1% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling