-6.8%
AVGO vs SHEL
+43.6%
-50.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.3% |
| 7D | -7.5% | -3.2% | -4.3% | -7.9% |
| 30D | -10.2% | +5.5% | -15.7% | -9.8% |
| 3M | -22.0% | +14.4% | -36.4% | -21.3% |
| 6M | -21.6% | +16.2% | -37.7% | -20.2% |
| YTD | -5.4% | +42.4% | -47.9% | -7.9% |
| 1Y | -6.8% | +43.3% | -50.1% | -8.9% |
| All | -6.8% | +43.6% | -50.5% | -8.9% |
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