+301.8%
AMD vs SHEL
+65.5%
+236.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.1% | +11.4% |
| 7D | -11.0% | -8.8% | -2.2% | -7.9% |
| 30D | -30.5% | +2.3% | -32.8% | -31.4% |
| 3M | -8.2% | +11.6% | -19.8% | -12.8% |
| 6M | +6.6% | +15.7% | -9.1% | -0.4% |
| YTD | +109.7% | +38.6% | +71.1% | +73.6% |
| 1Y | +88.9% | +38.5% | +50.4% | +56.4% |
| 3Y | +301.8% | +66.9% | +235.0% | +218.2% |
| All | +301.8% | +65.5% | +236.3% | +218.2% |
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