+31.8%
SHEL vs AS
+2.8%
+29.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.3% |
| 7D | -3.9% | -3.0% | -0.9% | -4.3% |
| 30D | -3.7% | +9.6% | -13.2% | -2.6% |
| 3M | +9.1% | -8.2% | +17.3% | +8.3% |
| 6M | +16.7% | -9.9% | +26.6% | +15.8% |
| YTD | +36.8% | -16.8% | +53.6% | +35.2% |
| 1Y | +31.8% | +3.0% | +28.8% | +31.0% |
| All | +31.8% | +2.8% | +29.0% | +31.0% |
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