+71.4%
SHEL vs AS
+125.3%
-53.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.8% |
| 7D | -1.6% | -3.6% | +2.0% | -1.4% |
| 30D | -4.3% | +3.4% | -7.7% | -4.5% |
| 3M | +10.4% | -8.6% | +19.0% | +10.8% |
| 6M | +17.5% | -10.0% | +27.6% | +17.8% |
| YTD | +37.8% | -19.2% | +57.0% | +38.8% |
| 1Y | +33.8% | -3.8% | +37.6% | +32.5% |
| All | +71.4% | +125.3% | -53.9% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling