+37.5%
SHEL vs AR
+21.0%
+16.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.8% |
| 7D | +1.9% | -1.8% | +3.8% | +2.4% |
| 30D | +8.7% | +12.6% | -3.9% | +5.2% |
| 3M | +11.0% | +10.0% | +0.9% | +7.9% |
| 6M | +14.6% | +0.6% | +13.9% | +13.3% |
| YTD | +33.3% | +13.4% | +19.9% | +28.1% |
| All | +37.5% | +21.0% | +16.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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