+278.5%
AVGO vs SHEL
+71.4%
+207.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -5.0% |
| 7D | +18.2% | +0.8% | +17.4% | +17.9% |
| 30D | +0.2% | -3.6% | +3.8% | +0.8% |
| 3M | -16.8% | +12.0% | -28.8% | -19.5% |
| 6M | -16.5% | +19.7% | -36.2% | -20.8% |
| YTD | +0.8% | +39.6% | -38.8% | -10.8% |
| 1Y | +2.8% | +36.4% | -33.6% | -8.2% |
| 3Y | +278.5% | +70.2% | +208.3% | +212.5% |
| All | +278.5% | +71.4% | +207.2% | +212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling