+31.8%
SHEL vs AS
+6.1%
+25.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.8% |
| 7D | -6.7% | +4.5% | -11.1% | -6.1% |
| 30D | -2.9% | +13.2% | -16.1% | -1.4% |
| 3M | +9.1% | -11.9% | +21.0% | +7.8% |
| 6M | +17.9% | -11.6% | +29.5% | +16.8% |
| YTD | +36.0% | -14.7% | +50.7% | +34.8% |
| 1Y | +31.8% | +5.7% | +26.1% | +31.7% |
| All | +31.8% | +6.1% | +25.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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