+52.9%
SHEL vs ADVB
-88.8%
+141.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.4% | +2.6% |
| 7D | +1.9% | -14.0% | +15.9% | +2.1% |
| 30D | +8.7% | +41.0% | -32.3% | +8.2% |
| 3M | +11.0% | +127.9% | -116.9% | +9.0% |
| 6M | +14.6% | +101.3% | -86.8% | +11.8% |
| YTD | +33.3% | +53.8% | -20.5% | +30.5% |
| 1Y | +37.9% | +4.4% | +33.5% | +35.5% |
| All | +52.9% | -88.8% | +141.7% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling