+7.4%
ABT vs SHEL
+69.1%
-61.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -5.0% | +3.9% | -8.9% | -5.3% |
| 30D | -5.8% | +7.0% | -12.8% | -6.3% |
| 3M | +16.7% | +12.5% | +4.2% | +15.6% |
| 6M | -5.2% | +14.8% | -20.0% | -6.6% |
| YTD | -16.0% | +34.2% | -50.1% | -18.8% |
| 1Y | -18.3% | +37.0% | -55.3% | -21.2% |
| All | +7.4% | +69.1% | -61.7% | -1.6% |
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