+2,460.3%
SHEL vs ADM
+1,908.9%
+551.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.2% | +3.8% | -1.5% | +1.0% |
| 30D | +6.8% | +9.8% | -2.9% | +3.4% |
| 3M | +8.1% | +2.1% | +6.0% | +7.1% |
| 6M | +14.4% | +27.5% | -13.1% | +4.9% |
| YTD | +30.0% | +50.2% | -20.2% | +12.6% |
| 1Y | +33.3% | +40.6% | -7.3% | +17.7% |
| 3Y | +66.4% | +17.2% | +49.2% | +51.6% |
| 5Y | +178.6% | +61.9% | +116.7% | +126.0% |
| 10Y | +198.4% | +159.3% | +39.1% | +106.7% |
| All | +2,460.3% | +1,908.9% | +551.4% | +998.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling