+31,416.6%
AVGO vs SHEL
+319.9%
+31,096.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.0% | +2.2% | -5.2% | -3.9% |
| 30D | -14.4% | +6.8% | -21.3% | -17.0% |
| 3M | -14.4% | +8.1% | -22.5% | -17.8% |
| 6M | +13.1% | +14.4% | -1.3% | +5.5% |
| YTD | +3.8% | +30.0% | -26.2% | -8.8% |
| 1Y | +17.8% | +33.3% | -15.5% | +2.2% |
| 3Y | +325.3% | +66.4% | +258.8% | +229.9% |
| 5Y | +689.9% | +178.6% | +511.4% | +363.8% |
| 10Y | +2,597.0% | +198.4% | +2,398.6% | +1,277.3% |
| All | +31,416.6% | +319.9% | +31,096.7% | +11,378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling