+66.9%
SHEL vs BAM
+85.9%
-19.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.1% |
| 7D | -8.8% | +9.7% | -18.6% | -9.8% |
| 30D | +2.3% | +19.0% | -16.7% | +0.3% |
| 3M | +11.6% | +0.6% | +11.0% | +11.4% |
| 6M | +15.7% | +11.1% | +4.6% | +13.7% |
| YTD | +38.6% | +4.2% | +34.4% | +37.4% |
| 1Y | +38.5% | +3.3% | +35.1% | +37.4% |
| 3Y | +66.9% | +88.8% | -21.9% | +48.0% |
| All | +66.9% | +85.9% | -19.0% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling