+174.4%
SHEL vs ALM
+7,705.7%
-7,531.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +8.1% | -15.0% | +23.1% | +8.1% |
| 6M | +14.4% | -10.1% | +24.5% | +14.4% |
| YTD | +30.0% | +99.4% | -69.5% | +29.7% |
| 1Y | +33.3% | +316.4% | -283.0% | +32.8% |
| 3Y | +66.4% | +2,022.0% | -1,955.5% | +65.0% |
| 5Y | +178.6% | +941.2% | -762.6% | +176.4% |
| 10Y | +198.4% | +2,950.3% | -2,751.9% | +195.5% |
| All | +174.4% | +7,705.7% | -7,531.3% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling