+43.3%
SHEL vs ADVB
-76.7%
+119.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -2.3% |
| 7D | -3.2% | -29.5% | +26.4% | -3.2% |
| 30D | +5.5% | -66.9% | +72.4% | +5.5% |
| 3M | +14.4% | -73.7% | +88.1% | +14.3% |
| 6M | +16.2% | -64.8% | +80.9% | +16.7% |
| YTD | +42.4% | -64.0% | +106.5% | +40.7% |
| 1Y | +43.3% | -77.0% | +120.2% | +41.1% |
| All | +43.3% | -76.7% | +119.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling