+223.8%
SHEL vs ABCL
-79.5%
+303.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.4% |
| 7D | -5.8% | +12.4% | -18.2% | -6.1% |
| 30D | -1.3% | -0.4% | -0.9% | -1.4% |
| 3M | +12.7% | +80.4% | -67.7% | +10.1% |
| 6M | +19.9% | +138.5% | -118.7% | +15.7% |
| YTD | +38.3% | +265.5% | -227.2% | +30.8% |
| 1Y | +35.7% | +219.7% | -184.0% | +29.0% |
| 3Y | +71.7% | +209.4% | -137.7% | +60.0% |
| 5Y | +158.4% | -15.0% | +173.5% | +146.7% |
| All | +223.8% | -79.5% | +303.3% | +230.6% |
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