+33.3%
SHEL vs AG
+125.2%
-91.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +0.7% |
| 7D | +2.2% | +1.0% | +1.2% | +2.2% |
| 30D | +6.8% | +19.2% | -12.3% | +6.7% |
| 3M | +8.1% | +6.2% | +2.0% | +8.3% |
| 6M | +14.4% | -26.7% | +41.1% | +16.0% |
| YTD | +30.0% | +26.1% | +3.8% | +30.3% |
| 1Y | +33.3% | +131.7% | -98.3% | +34.0% |
| All | +33.3% | +125.2% | -91.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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