+221.2%
SHEL vs ACHR
-45.0%
+266.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.8% |
| 7D | +4.1% | -2.3% | +6.4% | +4.2% |
| 30D | +8.4% | -11.3% | +19.7% | +8.7% |
| 3M | +13.7% | +5.3% | +8.4% | +13.2% |
| 6M | +12.7% | -13.2% | +25.9% | +12.8% |
| YTD | +35.3% | -25.8% | +61.1% | +35.9% |
| 1Y | +39.4% | -34.3% | +73.6% | +40.2% |
| 3Y | +71.5% | -19.9% | +91.4% | +67.8% |
| 5Y | +195.0% | -42.7% | +237.7% | +171.3% |
| All | +221.2% | -45.0% | +266.2% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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