+37.0%
SHEL vs ALB
+68.9%
-31.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.6% |
| 7D | +3.9% | -7.6% | +11.5% | +4.6% |
| 30D | +7.0% | -5.6% | +12.6% | +7.4% |
| 3M | +12.5% | -16.8% | +29.3% | +14.0% |
| 6M | +14.8% | -26.3% | +41.1% | +17.1% |
| YTD | +34.2% | -13.2% | +47.4% | +35.4% |
| 1Y | +37.0% | +68.8% | -31.8% | +27.4% |
| All | +37.0% | +68.9% | -31.9% | +27.4% |
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