+174.6%
ARM vs SHEL
+73.2%
+101.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.8% | +5.1% |
| 7D | -15.2% | -8.8% | -6.4% | -12.8% |
| 30D | -40.7% | +2.3% | -43.0% | -41.4% |
| 3M | -39.1% | +11.6% | -50.6% | -41.9% |
| 6M | -26.4% | +15.7% | -42.1% | -31.0% |
| YTD | +59.7% | +38.6% | +21.2% | +32.0% |
| 1Y | +10.3% | +38.5% | -28.1% | -9.0% |
| 3Y | +228.9% | +66.9% | +162.0% | +132.4% |
| All | +174.6% | +73.2% | +101.4% | +89.8% |
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