+56.8%
ABNB vs SHEL
+71.4%
-14.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.9% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | +11.8% | -3.6% | +15.4% | +12.3% |
| 3M | +0.9% | +12.0% | -11.1% | -1.8% |
| 6M | +40.5% | +19.7% | +20.8% | +34.0% |
| YTD | +37.6% | +39.6% | -2.0% | +21.9% |
| 1Y | +54.1% | +36.4% | +17.7% | +38.0% |
| 3Y | +56.8% | +70.2% | -13.4% | +22.6% |
| All | +56.8% | +71.4% | -14.6% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling