+197.1%
ABT vs SHEL
+214.0%
-16.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -5.9% | +4.1% | -10.0% | -6.5% |
| 30D | -8.1% | +8.4% | -16.5% | -9.2% |
| 3M | +14.5% | +13.7% | +0.8% | +12.1% |
| 6M | -6.3% | +12.7% | -19.0% | -8.3% |
| YTD | -17.1% | +35.3% | -52.4% | -21.4% |
| 1Y | -21.4% | +39.4% | -60.7% | -25.8% |
| 3Y | +5.9% | +71.5% | -65.5% | -4.1% |
| 5Y | -12.8% | +195.0% | -207.8% | -29.1% |
| All | +197.1% | +214.0% | -16.9% | +155.7% |
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