+102.2%
SHEL vs AVTR
+0.6%
+101.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +4.1% | -1.1% | +5.2% | +4.3% |
| 30D | +8.4% | +6.3% | +2.1% | +7.1% |
| 3M | +13.7% | +53.3% | -39.6% | +4.5% |
| 6M | +12.7% | +78.6% | -65.9% | +0.1% |
| YTD | +35.3% | +29.2% | +6.1% | +27.4% |
| 1Y | +39.4% | +13.8% | +25.5% | +32.6% |
| 3Y | +71.5% | -27.4% | +98.9% | +73.6% |
| 5Y | +195.0% | -65.0% | +260.0% | +256.7% |
| All | +102.2% | +0.6% | +101.6% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling