+206.8%
SHEL vs AWK
+969.7%
-762.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.2% | +1.7% | +0.5% | +1.7% |
| 30D | +6.8% | +5.6% | +1.3% | +5.0% |
| 3M | +8.1% | +15.9% | -7.7% | +3.1% |
| 6M | +14.4% | +4.6% | +9.8% | +12.3% |
| YTD | +30.0% | +10.1% | +19.9% | +25.3% |
| 1Y | +33.3% | +2.1% | +31.2% | +31.3% |
| 3Y | +66.4% | +9.8% | +56.6% | +56.8% |
| 5Y | +178.6% | -15.4% | +193.9% | +182.1% |
| 10Y | +198.4% | +129.4% | +69.0% | +87.4% |
| All | +206.8% | +969.7% | -762.9% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling