+43.3%
SHEL vs ABCL
+138.2%
-94.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.2% |
| 7D | -3.2% | -10.0% | +6.8% | -3.3% |
| 30D | +5.5% | -10.9% | +16.4% | +5.5% |
| 3M | +14.4% | +101.6% | -87.3% | +14.7% |
| 6M | +16.2% | +167.5% | -151.4% | +17.8% |
| YTD | +42.4% | +259.1% | -216.6% | +43.3% |
| 1Y | +43.3% | +152.2% | -108.9% | +43.5% |
| All | +43.3% | +138.2% | -94.9% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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