+95.5%
AMD vs SHEL
+43.6%
+51.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.0% |
| 7D | -15.5% | -3.2% | -12.3% | -15.4% |
| 30D | -22.6% | +5.5% | -28.2% | -22.9% |
| 3M | -5.7% | +14.4% | -20.1% | -6.9% |
| 6M | +43.1% | +16.2% | +27.0% | +43.1% |
| YTD | +128.2% | +42.4% | +85.8% | +96.1% |
| 1Y | +95.5% | +43.3% | +52.2% | +67.1% |
| All | +95.5% | +43.6% | +51.8% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling