+33.3%
SHEL vs ALNY
-40.8%
+74.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | +2.2% | +12.2% | -10.0% | +2.7% |
| 30D | +6.8% | +16.3% | -9.5% | +7.4% |
| 3M | +8.1% | -12.4% | +20.5% | +8.9% |
| 6M | +14.4% | -18.7% | +33.1% | +15.7% |
| YTD | +30.0% | -33.1% | +63.0% | +32.6% |
| 1Y | +33.3% | -41.3% | +74.7% | +37.8% |
| All | +33.3% | -40.8% | +74.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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