+193.0%
ARM vs SHEL
+72.8%
+120.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | -5.3% | -5.8% | +0.4% | -3.5% |
| 30D | -30.0% | -1.3% | -28.7% | -29.9% |
| 3M | -34.1% | +12.7% | -46.8% | -37.4% |
| 6M | -12.6% | +19.9% | -32.5% | -19.9% |
| YTD | +70.4% | +38.3% | +32.2% | +40.9% |
| 1Y | +22.3% | +35.7% | -13.4% | +2.3% |
| 3Y | +261.2% | +71.7% | +189.5% | +152.4% |
| All | +193.0% | +72.8% | +120.2% | +102.6% |
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