+70.0%
SHEL vs AVTR
-26.6%
+96.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | -2.0% | +6.0% | +4.0% |
| 30D | +7.0% | +8.1% | -1.1% | +6.5% |
| 3M | +12.5% | +54.2% | -41.7% | +9.9% |
| 6M | +14.8% | +82.6% | -67.8% | +10.9% |
| YTD | +34.2% | +29.8% | +4.3% | +32.5% |
| 1Y | +37.0% | +18.0% | +19.0% | +35.2% |
| All | +70.0% | -26.6% | +96.6% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling