+43.3%
SHEL vs ADM
+29.8%
+13.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.3% |
| 7D | -3.2% | -8.3% | +5.1% | -0.9% |
| 30D | +5.5% | -14.1% | +19.6% | +9.9% |
| 3M | +14.4% | -10.7% | +25.1% | +17.8% |
| 6M | +16.2% | -5.9% | +22.1% | +18.0% |
| YTD | +42.4% | +25.8% | +16.7% | +38.6% |
| 1Y | +43.3% | +21.3% | +22.0% | +40.0% |
| All | +43.3% | +29.8% | +13.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling