+199.6%
ARM vs SHEL
+74.5%
+125.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -6.0% | -5.0% |
| 7D | +9.1% | +0.8% | +8.3% | +8.8% |
| 30D | -19.9% | -3.6% | -16.4% | -19.2% |
| 3M | -31.6% | +12.0% | -43.7% | -34.8% |
| 6M | -13.9% | +19.7% | -33.6% | -20.7% |
| YTD | +74.3% | +39.6% | +34.7% | +43.6% |
| 1Y | +35.8% | +36.4% | -0.7% | +13.7% |
| 3Y | +268.6% | +70.2% | +198.4% | +158.6% |
| All | +199.6% | +74.5% | +125.1% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling