+43.3%
SHEL vs ALB
+4.7%
+38.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -2.5% |
| 7D | -3.2% | -2.1% | -1.1% | -3.1% |
| 30D | +5.5% | -9.0% | +14.5% | +6.2% |
| 3M | +14.4% | -21.1% | +35.5% | +16.0% |
| 6M | +16.2% | -49.9% | +66.1% | +22.0% |
| YTD | +42.4% | -32.3% | +74.7% | +48.0% |
| 1Y | +43.3% | +8.6% | +34.7% | +47.7% |
| All | +43.3% | +4.7% | +38.5% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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