+163.3%
SHEL vs ADM
+24.7%
+138.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.2% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -3.7% | -11.8% | +8.1% | +0.4% |
| 3M | +9.1% | -11.3% | +20.4% | +13.3% |
| 6M | +16.7% | -10.0% | +26.7% | +20.3% |
| YTD | +36.8% | +25.9% | +10.9% | +25.6% |
| 1Y | +31.8% | +26.7% | +5.1% | +20.6% |
| 3Y | +67.9% | +8.1% | +59.7% | +58.0% |
| 5Y | +163.3% | +23.5% | +139.8% | +119.0% |
| All | +163.3% | +24.7% | +138.6% | +119.0% |
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 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