+162.6%
SHEL vs ABCL
-26.2%
+188.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +0.8% | -3.3% | +4.1% | +0.9% |
| 30D | -3.6% | -7.1% | +3.5% | -3.5% |
| 3M | +12.0% | +4.7% | +7.3% | +11.5% |
| 6M | +19.7% | +140.9% | -121.2% | +14.5% |
| YTD | +39.6% | +236.0% | -196.3% | +30.8% |
| 1Y | +36.4% | +217.4% | -181.0% | +28.0% |
| 3Y | +70.2% | +188.7% | -118.5% | +55.9% |
| All | +162.6% | -26.2% | +188.8% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling