+69.4%
SHEL vs AWK
+9.9%
+59.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.0% | +0.6% | +2.4% | +3.0% |
| 30D | +7.2% | +4.3% | +2.9% | +7.1% |
| 3M | +12.9% | +12.5% | +0.4% | +12.5% |
| 6M | +13.7% | +3.3% | +10.4% | +13.6% |
| YTD | +33.7% | +9.8% | +23.9% | +33.4% |
| 1Y | +37.9% | +2.9% | +35.0% | +37.8% |
| All | +69.4% | +9.9% | +59.5% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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