+384.5%
ALAB vs SHEL
+59.2%
+325.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +3.9% |
| 7D | +9.6% | +3.0% | +6.6% | +7.7% |
| 30D | -5.3% | +7.2% | -12.5% | -9.4% |
| 3M | -12.0% | +12.9% | -24.9% | -18.7% |
| 6M | +145.7% | +13.7% | +132.0% | +124.3% |
| YTD | +80.7% | +33.7% | +47.0% | +43.4% |
| 1Y | +40.1% | +37.9% | +2.2% | +8.7% |
| All | +384.5% | +59.2% | +325.4% | +234.8% |
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 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