+192.3%
SHEL vs ATI
+1,086.3%
-894.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +3.0% | +2.4% | +0.6% | +2.6% |
| 30D | +7.2% | -9.5% | +16.7% | +8.9% |
| 3M | +12.9% | +10.4% | +2.5% | +10.5% |
| 6M | +13.7% | +31.8% | -18.1% | +7.2% |
| YTD | +33.7% | +80.0% | -46.3% | +18.4% |
| 1Y | +37.9% | +175.8% | -138.0% | +11.8% |
| 3Y | +70.2% | +364.2% | -294.0% | +17.2% |
| 5Y | +192.3% | +1,076.9% | -884.5% | +65.4% |
| All | +192.3% | +1,086.3% | -894.0% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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