+137,736.4%
AMAT vs SHEL
+2,460.3%
+135,276.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | -1.5% | +2.2% | -3.8% | -2.2% |
| 30D | -14.8% | +6.8% | -21.6% | -16.6% |
| 3M | -9.3% | +8.1% | -17.4% | -11.8% |
| 6M | +27.4% | +14.4% | +13.0% | +21.1% |
| YTD | +77.6% | +30.0% | +47.6% | +62.1% |
| 1Y | +188.9% | +33.3% | +155.6% | +161.3% |
| 3Y | +202.3% | +66.4% | +135.8% | +154.3% |
| 5Y | +248.9% | +178.6% | +70.3% | +147.0% |
| 10Y | +1,585.2% | +198.4% | +1,386.8% | +1,040.8% |
| All | +137,736.4% | +2,460.3% | +135,276.2% | +74,818.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling