+2,460.3%
SHEL vs ADP
+11,097.1%
-8,636.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.4% |
| 7D | +2.2% | -3.4% | +5.7% | +3.6% |
| 30D | +6.8% | +2.8% | +4.1% | +5.6% |
| 3M | +8.1% | +20.9% | -12.8% | +0.2% |
| 6M | +14.4% | +29.9% | -15.5% | +2.6% |
| YTD | +30.0% | +9.6% | +20.3% | +23.7% |
| 1Y | +33.3% | -5.3% | +38.6% | +33.8% |
| 3Y | +66.4% | +16.5% | +50.0% | +52.4% |
| 5Y | +178.6% | +49.4% | +129.2% | +127.3% |
| 10Y | +198.4% | +282.2% | -83.8% | +70.2% |
| All | +2,460.3% | +11,097.1% | -8,636.9% | +699.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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