+212.1%
SHEL vs ABCL
-81.2%
+293.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | +1.9% | +1.4% | +0.5% | +1.9% |
| 30D | +8.7% | +65.1% | -56.4% | +6.7% |
| 3M | +11.0% | +111.1% | -100.1% | +7.9% |
| 6M | +14.6% | +231.6% | -217.0% | +9.3% |
| YTD | +33.3% | +234.5% | -201.2% | +26.7% |
| 1Y | +37.9% | +174.3% | -136.5% | +31.7% |
| 3Y | +69.7% | +111.5% | -41.7% | +60.4% |
| 5Y | +190.2% | -37.3% | +227.4% | +178.4% |
| All | +212.1% | -81.2% | +293.4% | +220.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling