+191.4%
SHEL vs AVTR
-64.7%
+256.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | +3.0% | +1.6% | +1.4% | +2.9% |
| 30D | +7.2% | +8.4% | -1.2% | +6.6% |
| 3M | +12.9% | +50.2% | -37.3% | +9.7% |
| 6M | +13.7% | +82.6% | -68.9% | +8.7% |
| YTD | +33.7% | +29.8% | +3.8% | +31.1% |
| 1Y | +37.9% | +16.0% | +21.9% | +35.5% |
| 3Y | +70.2% | -26.4% | +96.7% | +71.6% |
| All | +191.4% | -64.7% | +256.1% | +190.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling