+6.2%
ABNB vs SHEL
+191.1%
-184.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -6.5% | +4.1% | -10.6% | -7.8% |
| 30D | -5.5% | +8.4% | -13.9% | -8.2% |
| 3M | +30.0% | +13.7% | +16.3% | +23.7% |
| 6M | +27.6% | +12.7% | +14.9% | +21.1% |
| YTD | +25.4% | +35.3% | -9.9% | +9.7% |
| 1Y | +38.3% | +39.4% | -1.1% | +19.1% |
| 3Y | +15.5% | +71.5% | -55.9% | -10.5% |
| All | +6.2% | +191.1% | -184.9% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling