+253.3%
SHEL vs AG
+445.6%
-192.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +0.9% |
| 7D | +2.2% | +1.0% | +1.2% | +2.0% |
| 30D | +6.8% | +19.2% | -12.3% | +4.1% |
| 3M | +8.1% | +6.2% | +2.0% | +6.2% |
| 6M | +14.4% | -26.7% | +41.1% | +17.0% |
| YTD | +30.0% | +26.1% | +3.8% | +21.9% |
| 1Y | +33.3% | +131.7% | -98.3% | +13.2% |
| 3Y | +66.4% | +255.3% | -188.9% | +26.3% |
| 5Y | +178.6% | +61.9% | +116.6% | +128.2% |
| 10Y | +198.4% | +72.0% | +126.4% | +113.8% |
| All | +253.3% | +445.6% | -192.4% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling