-11.3%
ABT vs SHEL
+191.1%
-202.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -5.9% | +4.1% | -10.0% | -6.3% |
| 30D | -8.1% | +8.4% | -16.5% | -8.8% |
| 3M | +14.5% | +13.7% | +0.8% | +12.9% |
| 6M | -6.3% | +12.7% | -19.0% | -7.6% |
| YTD | -17.1% | +35.3% | -52.4% | -20.2% |
| 1Y | -21.4% | +39.4% | -60.7% | -24.6% |
| 3Y | +5.9% | +71.5% | -65.5% | -1.5% |
| All | -11.3% | +191.1% | -202.4% | -18.1% |
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