+1.4%
AVGO vs SHEL
+39.6%
-38.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +1.1% | +4.1% | -3.0% | +1.0% |
| 30D | -13.0% | +8.4% | -21.4% | -13.1% |
| 3M | -6.0% | +13.7% | -19.7% | -6.0% |
| 6M | +6.4% | +12.7% | -6.3% | +5.8% |
| YTD | +5.0% | +35.3% | -30.3% | -1.6% |
| 1Y | +1.4% | +39.4% | -38.0% | -6.3% |
| All | +1.4% | +39.6% | -38.2% | -6.3% |
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