+210.0%
SHEL vs ADM
+177.9%
+32.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +4.1% | +2.5% | +1.6% | +2.9% |
| 30D | +8.4% | +9.5% | -1.1% | +3.7% |
| 3M | +13.7% | +10.6% | +3.1% | +8.0% |
| 6M | +12.7% | +24.0% | -11.3% | +0.8% |
| YTD | +35.3% | +54.0% | -18.6% | +8.7% |
| 1Y | +39.4% | +45.3% | -6.0% | +14.6% |
| 3Y | +71.5% | +21.8% | +49.7% | +48.4% |
| 5Y | +195.0% | +66.8% | +128.2% | +102.6% |
| All | +210.0% | +177.9% | +32.1% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling