+36.2%
ABNB vs SHEL
+38.4%
-2.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.1% |
| 7D | -9.5% | +3.9% | -13.4% | -8.6% |
| 30D | -9.4% | +7.0% | -16.3% | -7.8% |
| 3M | +29.9% | +12.5% | +17.4% | +33.9% |
| 6M | +26.6% | +14.8% | +11.8% | +30.1% |
| YTD | +23.5% | +34.2% | -10.6% | +28.6% |
| All | +36.2% | +38.4% | -2.2% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling