+651.5%
ADI vs SHEL
+214.0%
+437.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.0% | +4.5% |
| 7D | +4.6% | +4.1% | +0.5% | +3.0% |
| 30D | -1.2% | +8.4% | -9.5% | -4.2% |
| 3M | -7.8% | +13.7% | -21.5% | -12.7% |
| 6M | +19.3% | +12.7% | +6.6% | +13.0% |
| YTD | +40.9% | +35.3% | +5.6% | +23.5% |
| 1Y | +54.5% | +39.4% | +15.1% | +33.6% |
| 3Y | +123.4% | +71.5% | +52.0% | +77.1% |
| 5Y | +142.3% | +195.0% | -52.7% | +49.9% |
| All | +651.5% | +214.0% | +437.5% | +368.2% |
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