+69.7%
SHEL vs AR
+44.7%
+25.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.7% |
| 7D | +1.9% | -1.8% | +3.8% | +2.4% |
| 30D | +8.7% | +12.6% | -3.9% | +5.7% |
| 3M | +11.0% | +10.0% | +0.9% | +8.4% |
| 6M | +14.6% | +0.6% | +13.9% | +13.8% |
| YTD | +33.3% | +13.4% | +19.9% | +28.8% |
| 1Y | +37.9% | +21.7% | +16.2% | +30.9% |
| 3Y | +69.7% | +45.8% | +23.9% | +53.2% |
| All | +69.7% | +44.7% | +25.1% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling