+33.3%
SHEL vs ALM
+318.3%
-285.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | +2.2% | -2.6% | +4.8% | +2.3% |
| 30D | +6.8% | +32.0% | -25.2% | +6.4% |
| 3M | +8.1% | -15.0% | +23.1% | +8.6% |
| 6M | +14.4% | -10.1% | +24.5% | +14.7% |
| YTD | +30.0% | +99.4% | -69.5% | +29.7% |
| 1Y | +33.3% | +316.4% | -283.0% | +29.5% |
| All | +33.3% | +318.3% | -285.0% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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