+10,785.8%
AMD vs SHEL
+2,629.4%
+8,156.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.1% | +11.4% |
| 7D | -11.0% | -8.8% | -2.2% | -8.1% |
| 30D | -30.5% | +2.3% | -32.8% | -31.2% |
| 3M | -8.2% | +11.6% | -19.8% | -11.9% |
| 6M | +6.6% | +15.7% | -9.1% | +0.6% |
| YTD | +109.7% | +38.6% | +71.1% | +85.5% |
| 1Y | +88.9% | +38.5% | +50.4% | +67.2% |
| 3Y | +301.8% | +66.9% | +235.0% | +233.1% |
| 5Y | +229.4% | +160.6% | +68.8% | +132.3% |
| 10Y | +6,745.1% | +214.1% | +6,531.0% | +4,154.5% |
| All | +10,785.8% | +2,629.4% | +8,156.4% | +5,148.2% |
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 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