+159.0%
SHEL vs AR
+74.0%
+84.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -8.8% | -14.3% | +5.4% | -5.2% |
| 30D | +2.3% | +1.4% | +0.9% | +1.8% |
| 3M | +11.6% | +3.4% | +8.2% | +10.3% |
| 6M | +15.7% | -2.1% | +17.7% | +15.8% |
| YTD | +38.6% | +4.7% | +33.8% | +35.7% |
| 1Y | +38.5% | +10.6% | +27.9% | +33.5% |
| 3Y | +66.9% | +24.6% | +42.3% | +50.7% |
| All | +159.0% | +74.0% | +84.9% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling