+97.8%
SHEL vs BAM
+86.2%
+11.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | -8.8% | +9.7% | -18.6% | -10.1% |
| 30D | +2.3% | +19.0% | -16.7% | -0.3% |
| 3M | +11.6% | +0.6% | +11.0% | +11.3% |
| 6M | +15.7% | +11.1% | +4.6% | +13.2% |
| YTD | +38.6% | +4.2% | +34.4% | +36.8% |
| 1Y | +38.5% | +3.3% | +35.1% | +36.8% |
| 3Y | +66.9% | +88.8% | -21.9% | +40.6% |
| All | +97.8% | +86.2% | +11.6% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling