+1,425.2%
AMAT vs SHEL
+207.9%
+1,217.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.4% | +5.8% |
| 7D | +7.0% | -3.9% | +10.9% | +9.0% |
| 30D | -20.6% | -3.7% | -16.9% | -19.4% |
| 3M | -24.8% | +9.1% | -33.8% | -28.2% |
| 6M | -10.7% | +16.7% | -27.4% | -18.1% |
| YTD | +54.3% | +36.8% | +17.5% | +29.9% |
| 1Y | +73.7% | +31.8% | +41.9% | +48.9% |
| 3Y | +168.4% | +67.9% | +100.5% | +102.5% |
| 5Y | +167.6% | +163.3% | +4.2% | +56.2% |
| 10Y | +1,425.2% | +210.7% | +1,214.5% | +793.5% |
| All | +1,425.2% | +207.9% | +1,217.2% | +793.5% |
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