+30,513.3%
AVGO vs SHEL
+351.2%
+30,162.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -5.3% |
| 7D | +18.2% | +0.8% | +17.4% | +17.7% |
| 30D | +0.2% | -3.6% | +3.8% | +1.5% |
| 3M | -16.8% | +12.0% | -28.8% | -21.3% |
| 6M | -16.5% | +19.7% | -36.2% | -23.7% |
| YTD | +0.8% | +39.6% | -38.8% | -14.6% |
| 1Y | +2.8% | +36.4% | -33.6% | -12.1% |
| 3Y | +278.5% | +70.2% | +208.3% | +190.1% |
| 5Y | +573.1% | +169.2% | +403.8% | +303.2% |
| 10Y | +2,598.7% | +217.1% | +2,381.6% | +1,241.5% |
| All | +30,513.3% | +351.2% | +30,162.1% | +10,652.7% |
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