+195.5%
AMGN vs SHEL
+214.0%
-18.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | -13.7% | +4.1% | -17.8% | -14.4% |
| 30D | -8.8% | +8.4% | -17.2% | -10.2% |
| 3M | +7.2% | +13.7% | -6.5% | +4.6% |
| 6M | +1.3% | +12.7% | -11.4% | -1.3% |
| YTD | +17.6% | +35.3% | -17.7% | +10.7% |
| 1Y | +37.2% | +39.4% | -2.2% | +28.3% |
| 3Y | +57.7% | +71.5% | -13.7% | +41.4% |
| 5Y | +106.3% | +195.0% | -88.8% | +63.2% |
| All | +195.5% | +214.0% | -18.4% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling