+19.7%
SHEL vs ADM
-9.1%
+28.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.5% |
| 7D | +0.8% | +4.2% | -3.4% | -0.5% |
| 30D | -3.6% | -12.8% | +9.3% | +0.7% |
| 3M | +12.0% | -8.5% | +20.5% | +15.2% |
| 6M | +19.7% | -10.9% | +30.6% | +23.4% |
| All | +19.7% | -9.1% | +28.8% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling