+54,805.5%
AMGN vs SHEL
+2,525.5%
+52,279.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.5% | -12.6% | -10.5% |
| 7D | -10.3% | +1.9% | -12.2% | -10.6% |
| 30D | -3.8% | +8.7% | -12.4% | -5.2% |
| 3M | +14.4% | +11.0% | +3.4% | +12.1% |
| 6M | +7.8% | +14.6% | -6.7% | +4.9% |
| YTD | +22.6% | +33.3% | -10.7% | +15.9% |
| 1Y | +44.2% | +37.9% | +6.3% | +35.4% |
| 3Y | +65.8% | +69.7% | -3.9% | +49.4% |
| 5Y | +108.0% | +190.2% | -82.2% | +67.4% |
| 10Y | +209.9% | +197.0% | +12.9% | +138.8% |
| All | +54,805.5% | +2,525.5% | +52,279.9% | +37,678.8% |
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