+1,315.3%
AMAT vs SHEL
+209.5%
+1,105.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.2% | +11.6% | +11.5% |
| 7D | -1.1% | -5.8% | +4.7% | +1.8% |
| 30D | -26.9% | -1.3% | -25.6% | -26.6% |
| 3M | -31.2% | +12.7% | -43.9% | -35.3% |
| 6M | -14.7% | +19.9% | -34.6% | -22.7% |
| YTD | +44.7% | +38.3% | +6.4% | +21.3% |
| 1Y | +62.0% | +35.7% | +26.3% | +36.9% |
| 3Y | +165.0% | +71.7% | +93.2% | +98.0% |
| 5Y | +147.1% | +158.4% | -11.3% | +46.1% |
| 10Y | +1,315.3% | +204.1% | +1,111.2% | +738.5% |
| All | +1,315.3% | +209.5% | +1,105.8% | +738.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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