+40.1%
ALAB vs SHEL
+36.9%
+3.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +4.0% |
| 7D | +9.6% | +3.0% | +6.6% | +8.8% |
| 30D | -5.3% | +7.2% | -12.5% | -7.2% |
| 3M | -12.0% | +12.9% | -24.9% | -14.0% |
| 6M | +145.7% | +13.7% | +132.0% | +135.8% |
| YTD | +80.7% | +33.7% | +47.0% | +49.7% |
| 1Y | +40.1% | +37.9% | +2.2% | +18.0% |
| All | +40.1% | +36.9% | +3.2% | +18.0% |
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