+37.0%
SHEL vs ALM
+279.2%
-242.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +0.5% |
| 7D | +3.9% | -7.1% | +11.1% | +4.0% |
| 30D | +7.0% | +24.7% | -17.7% | +6.6% |
| 3M | +12.5% | +8.3% | +4.2% | +12.3% |
| 6M | +14.8% | -22.2% | +36.9% | +15.4% |
| YTD | +34.2% | +88.1% | -53.9% | +34.0% |
| 1Y | +37.0% | +272.4% | -235.4% | +32.4% |
| All | +37.0% | +279.2% | -242.2% | +32.4% |
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