+2,473.7%
SHEL vs AZO
+41,812.3%
-39,338.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +3.9% | -2.9% | +6.8% | +4.6% |
| 30D | +7.0% | -5.3% | +12.3% | +8.1% |
| 3M | +12.5% | -7.3% | +19.8% | +14.0% |
| 6M | +14.8% | -22.7% | +37.4% | +20.4% |
| YTD | +34.2% | -15.0% | +49.2% | +37.7% |
| 1Y | +37.0% | -32.2% | +69.2% | +47.3% |
| 3Y | +70.9% | +10.0% | +60.9% | +63.4% |
| 5Y | +192.5% | +85.8% | +106.7% | +145.7% |
| 10Y | +208.5% | +298.9% | -90.4% | +116.7% |
| All | +2,473.7% | +41,812.3% | -39,338.5% | +873.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling