+474.4%
SHEL vs ALNY
+3,976.7%
-3,502.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | +4.1% | -6.5% | +10.7% | +4.7% |
| 30D | +8.4% | +11.0% | -2.7% | +7.2% |
| 3M | +13.7% | -14.1% | +27.8% | +14.3% |
| 6M | +12.7% | -22.4% | +35.1% | +14.2% |
| YTD | +35.3% | -37.5% | +72.8% | +39.8% |
| 1Y | +39.4% | -46.9% | +86.3% | +46.0% |
| 3Y | +71.5% | +22.1% | +49.4% | +62.7% |
| 5Y | +195.0% | +31.2% | +163.8% | +170.7% |
| 10Y | +211.1% | +256.3% | -45.3% | +137.1% |
| All | +474.4% | +3,976.7% | -3,502.3% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling