+192.3%
SHEL vs ADM
+67.1%
+125.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +3.0% | +1.4% | +1.6% | +2.5% |
| 30D | +7.2% | +8.2% | -1.0% | +4.3% |
| 3M | +12.9% | +8.7% | +4.2% | +9.5% |
| 6M | +13.7% | +29.1% | -15.4% | +3.7% |
| YTD | +33.7% | +53.7% | -20.0% | +14.8% |
| 1Y | +37.9% | +43.2% | -5.4% | +20.9% |
| 3Y | +70.2% | +21.4% | +48.8% | +56.8% |
| 5Y | +192.3% | +67.1% | +125.2% | +115.7% |
| All | +192.3% | +67.1% | +125.2% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling