+103.4%
AMGN vs SHEL
+191.1%
-87.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.4% |
| 7D | -13.7% | +4.1% | -17.8% | -14.1% |
| 30D | -8.8% | +8.4% | -17.2% | -9.7% |
| 3M | +7.2% | +13.7% | -6.5% | +5.5% |
| 6M | +1.3% | +12.7% | -11.4% | -0.4% |
| YTD | +17.6% | +35.3% | -17.7% | +12.8% |
| 1Y | +37.2% | +39.4% | -2.2% | +31.0% |
| 3Y | +57.7% | +71.5% | -13.7% | +46.9% |
| All | +103.4% | +191.1% | -87.7% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling