+14.4%
SHEL vs ALB
-25.5%
+39.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +0.9% |
| 7D | +2.2% | -8.1% | +10.3% | +2.7% |
| 30D | +6.8% | +6.3% | +0.6% | +6.4% |
| 3M | +8.1% | -23.6% | +31.7% | +9.5% |
| 6M | +14.4% | -24.6% | +39.0% | +16.7% |
| All | +14.4% | -25.5% | +39.9% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling