+96.8%
SHEL vs BAM
+80.8%
+16.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.0% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | -4.3% | +13.7% | -18.0% | -6.2% |
| 3M | +10.4% | -4.8% | +15.1% | +11.0% |
| 6M | +17.5% | +7.6% | +9.9% | +15.6% |
| YTD | +37.8% | +1.2% | +36.7% | +36.6% |
| 1Y | +33.8% | -2.3% | +36.1% | +33.5% |
| 3Y | +69.1% | +84.1% | -15.0% | +42.9% |
| All | +96.8% | +80.8% | +16.0% | +65.7% |
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