+33.3%
SHEL vs AZO
-28.9%
+62.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +2.2% | +0.7% | +1.5% | +2.3% |
| 30D | +6.8% | -2.7% | +9.5% | +6.8% |
| 3M | +8.1% | -3.2% | +11.3% | +8.0% |
| 6M | +14.4% | -19.7% | +34.1% | +14.3% |
| YTD | +30.0% | -12.0% | +42.0% | +31.0% |
| 1Y | +33.3% | -29.5% | +62.8% | +28.8% |
| All | +33.3% | -28.9% | +62.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling