+400.4%
ALAB vs SHEL
+54.7%
+345.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.1% | +9.4% |
| 7D | +7.2% | +2.2% | +5.0% | +5.8% |
| 30D | -2.5% | +6.8% | -9.4% | -6.6% |
| 3M | -13.3% | +8.1% | -21.4% | -17.4% |
| 6M | +172.8% | +14.4% | +158.4% | +146.4% |
| YTD | +86.6% | +30.0% | +56.6% | +50.7% |
| 1Y | +65.2% | +33.3% | +31.8% | +30.9% |
| All | +400.4% | +54.7% | +345.7% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling