+203.0%
AMAT vs SHEL
+65.3%
+137.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | -1.5% | +2.2% | -3.8% | -2.3% |
| 30D | -14.8% | +6.8% | -21.6% | -16.8% |
| 3M | -9.3% | +8.1% | -17.4% | -11.6% |
| 6M | +27.4% | +14.4% | +13.0% | +19.6% |
| YTD | +77.6% | +30.0% | +47.6% | +56.0% |
| 1Y | +188.9% | +33.3% | +155.6% | +149.9% |
| All | +203.0% | +65.3% | +137.7% | +138.7% |
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