+37.8%
ALAB vs SHEL
+32.1%
+5.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.8% |
| 7D | +3.4% | -3.9% | +7.3% | +3.6% |
| 30D | -28.8% | -3.7% | -25.1% | -28.5% |
| 3M | -26.0% | +9.1% | -35.1% | -27.1% |
| 6M | +11.4% | +16.7% | -5.3% | +8.7% |
| YTD | +38.8% | +36.8% | +2.0% | +14.6% |
| 1Y | +37.8% | +31.8% | +6.0% | +20.8% |
| All | +37.8% | +32.1% | +5.7% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling