+177.8%
SHEL vs AR
-27.2%
+205.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.2% | +2.5% | -0.3% | +1.7% |
| 30D | +6.8% | +14.8% | -8.0% | +3.9% |
| 3M | +8.1% | +6.2% | +1.9% | +6.7% |
| 6M | +14.4% | +4.3% | +10.1% | +13.1% |
| YTD | +30.0% | +14.4% | +15.6% | +25.8% |
| 1Y | +33.3% | +21.3% | +12.0% | +27.1% |
| 3Y | +66.4% | +39.8% | +26.6% | +50.2% |
| 5Y | +178.6% | +142.1% | +36.5% | +119.3% |
| 10Y | +198.4% | +52.0% | +146.4% | +139.9% |
| All | +177.8% | -27.2% | +205.0% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling