+565.7%
AMZN vs SHEL
+214.0%
+351.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -0.7% | +4.1% | -4.8% | -1.5% |
| 30D | -3.9% | +8.4% | -12.3% | -5.5% |
| 3M | +6.3% | +13.7% | -7.4% | +3.5% |
| 6M | +20.8% | +12.7% | +8.0% | +17.5% |
| YTD | +11.2% | +35.3% | -24.1% | +4.1% |
| 1Y | +11.7% | +39.4% | -27.7% | +3.8% |
| 3Y | +79.4% | +71.5% | +8.0% | +59.1% |
| 5Y | +48.0% | +195.0% | -147.0% | +17.6% |
| All | +565.7% | +214.0% | +351.7% | +455.7% |
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