+188.8%
SHEL vs AZO
+85.8%
+103.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.1% | -3.6% | +7.7% | +4.5% |
| 30D | +8.4% | -5.6% | +13.9% | +9.0% |
| 3M | +13.7% | -6.6% | +20.4% | +14.4% |
| 6M | +12.7% | -22.5% | +35.2% | +15.9% |
| YTD | +35.3% | -15.2% | +50.5% | +37.3% |
| 1Y | +39.4% | -33.9% | +73.3% | +46.5% |
| 3Y | +71.5% | +11.8% | +59.7% | +63.5% |
| All | +188.8% | +85.8% | +103.0% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling