+69.7%
SHEL vs ALM
+2,327.9%
-2,258.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.8% | -6.3% | +2.4% |
| 7D | +1.9% | +8.4% | -6.5% | +1.8% |
| 30D | +8.7% | +34.8% | -26.2% | +8.0% |
| 3M | +11.0% | +16.2% | -5.3% | +10.5% |
| 6M | +14.6% | +2.1% | +12.4% | +14.2% |
| YTD | +33.3% | +117.0% | -83.7% | +31.1% |
| 1Y | +37.9% | +313.9% | -276.0% | +33.6% |
| 3Y | +69.7% | +2,327.9% | -2,258.2% | +61.1% |
| All | +69.7% | +2,327.9% | -2,258.2% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling