+142.7%
AMAT vs SHEL
+65.5%
+77.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | -14.7% | -8.8% | -5.9% | -12.3% |
| 30D | -36.1% | +2.3% | -38.4% | -36.7% |
| 3M | -36.9% | +11.6% | -48.4% | -39.4% |
| 6M | -22.2% | +15.7% | -37.9% | -26.3% |
| YTD | +29.9% | +38.6% | -8.6% | +10.7% |
| 1Y | +43.3% | +38.5% | +4.8% | +21.9% |
| 3Y | +142.7% | +66.9% | +75.8% | +89.1% |
| All | +142.7% | +65.5% | +77.1% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling