+99.2%
SHEL vs AVTR
+3.6%
+95.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +2.2% |
| 7D | +1.9% | +7.4% | -5.5% | +0.6% |
| 30D | +8.7% | +12.2% | -3.6% | +6.3% |
| 3M | +11.0% | +57.4% | -46.4% | +1.5% |
| 6M | +14.6% | +86.7% | -72.1% | +0.9% |
| YTD | +33.3% | +33.1% | +0.2% | +24.8% |
| 1Y | +37.9% | +16.1% | +21.7% | +30.7% |
| 3Y | +69.7% | -24.6% | +94.4% | +70.6% |
| 5Y | +190.1% | -63.5% | +253.6% | +247.3% |
| All | +99.2% | +3.6% | +95.6% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling