+31.8%
SHEL vs AR
+9.7%
+22.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -3.1% |
| 7D | -6.7% | -5.8% | -0.9% | -5.1% |
| 30D | -2.9% | +4.8% | -7.7% | -4.4% |
| 3M | +9.1% | +1.5% | +7.6% | +8.2% |
| 6M | +17.9% | +4.7% | +13.2% | +15.6% |
| YTD | +36.0% | +9.2% | +26.8% | +31.3% |
| 1Y | +31.8% | +11.2% | +20.6% | +26.5% |
| All | +31.8% | +9.7% | +22.1% | +26.5% |
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