+90.3%
SHEL vs BAM
+71.9%
+18.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +6.0% | +3.1% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | +8.7% | -6.0% | +14.6% | +9.5% |
| 3M | +11.0% | +7.3% | +3.6% | +9.2% |
| 6M | +14.6% | +8.2% | +6.3% | +12.2% |
| YTD | +33.3% | -3.8% | +37.1% | +33.3% |
| 1Y | +37.9% | -10.7% | +48.6% | +39.8% |
| 3Y | +69.7% | +55.3% | +14.4% | +48.4% |
| All | +90.3% | +71.9% | +18.4% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling