+19.3%
ARM vs SHEL
+43.6%
-24.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.0% | -6.1% |
| 7D | -18.7% | -3.2% | -15.5% | -19.6% |
| 30D | -36.7% | +5.5% | -42.2% | -35.2% |
| 3M | -31.6% | +14.4% | -46.0% | -28.2% |
| 6M | -5.6% | +16.2% | -21.8% | +1.2% |
| YTD | +75.5% | +42.4% | +33.0% | +88.7% |
| 1Y | +19.3% | +43.3% | -23.9% | +28.3% |
| All | +19.3% | +43.6% | -24.3% | +28.3% |
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