+85.6%
SHEL vs BAM
+78.0%
+7.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +2.2% | -2.0% | +4.2% | +2.5% |
| 30D | +6.8% | -2.9% | +9.8% | +7.2% |
| 3M | +8.1% | +9.4% | -1.3% | +6.2% |
| 6M | +14.4% | +10.8% | +3.7% | +11.8% |
| YTD | +30.0% | -0.4% | +30.4% | +29.3% |
| 1Y | +33.3% | -10.9% | +44.2% | +35.5% |
| 3Y | +66.4% | +61.3% | +5.2% | +44.7% |
| All | +85.6% | +78.0% | +7.6% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling