+703.5%
AVGO vs SHEL
+189.6%
+513.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.8% | +3.0% | -3.8% | -1.5% |
| 30D | -13.7% | +7.2% | -20.9% | -15.3% |
| 3M | -6.9% | +12.9% | -19.8% | -10.2% |
| 6M | +5.8% | +13.7% | -7.9% | +1.6% |
| YTD | +5.7% | +33.7% | -28.0% | -3.6% |
| 1Y | +9.0% | +37.9% | -28.8% | -1.5% |
| 3Y | +340.5% | +70.2% | +270.3% | +271.3% |
| All | +703.5% | +189.6% | +513.9% | +498.3% |
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 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