+37.0%
SHEL vs ADM
+44.2%
-7.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +3.9% | +3.0% | +0.9% | +3.1% |
| 30D | +7.0% | +8.7% | -1.7% | +4.5% |
| 3M | +12.5% | +7.6% | +4.9% | +10.1% |
| 6M | +14.8% | +26.9% | -12.1% | +7.6% |
| YTD | +34.2% | +54.3% | -20.1% | +21.5% |
| 1Y | +37.0% | +45.7% | -8.7% | +25.9% |
| All | +37.0% | +44.2% | -7.2% | +25.9% |
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