+58.9%
SHEL vs ADVB
-97.5%
+156.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.1% |
| 7D | -8.8% | -13.9% | +5.1% | -8.7% |
| 30D | +2.3% | -68.1% | +70.4% | +3.3% |
| 3M | +11.6% | -73.4% | +84.9% | +12.8% |
| 6M | +15.7% | -70.8% | +86.5% | +16.2% |
| YTD | +38.6% | -66.1% | +104.6% | +37.6% |
| 1Y | +38.5% | -77.5% | +116.0% | +39.2% |
| All | +58.9% | -97.5% | +156.5% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling