+20.6%
ABNB vs SHEL
+212.9%
-192.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.8% |
| 7D | -4.4% | +1.9% | -6.3% | -5.0% |
| 30D | -2.0% | +8.7% | -10.6% | -4.5% |
| 3M | +29.8% | +11.0% | +18.9% | +25.2% |
| 6M | +31.0% | +14.6% | +16.5% | +24.4% |
| YTD | +28.6% | +33.3% | -4.7% | +15.2% |
| 1Y | +40.1% | +37.9% | +2.2% | +23.6% |
| 3Y | +19.7% | +69.7% | -50.0% | -2.9% |
| 5Y | +6.5% | +190.2% | -183.7% | -25.9% |
| All | +20.6% | +212.9% | -192.3% | -15.8% |
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 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