+66.4%
SHEL vs ABCL
+104.5%
-38.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | +2.2% | +0.7% | +1.5% | +2.2% |
| 30D | +6.8% | +93.1% | -86.2% | +4.6% |
| 3M | +8.1% | +79.4% | -71.3% | +5.9% |
| 6M | +14.4% | +214.9% | -200.5% | +9.7% |
| YTD | +30.0% | +234.2% | -204.2% | +23.8% |
| 1Y | +33.3% | +174.8% | -141.4% | +27.6% |
| All | +66.4% | +104.5% | -38.0% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling