+204.1%
SHEL vs AMC
-98.6%
+302.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.3% | -8.5% | -0.4% |
| 7D | -5.8% | +6.6% | -12.4% | -5.9% |
| 30D | -1.3% | +14.1% | -15.4% | -1.6% |
| 3M | +12.7% | +31.3% | -18.6% | +11.9% |
| 6M | +19.9% | +126.7% | -106.8% | +17.1% |
| YTD | +38.3% | +117.9% | -79.7% | +34.9% |
| 1Y | +35.7% | +41.1% | -5.4% | +33.6% |
| 3Y | +71.7% | -61.0% | +132.7% | +71.6% |
| 5Y | +158.4% | -99.1% | +257.6% | +173.4% |
| 10Y | +204.1% | -98.7% | +302.7% | +148.6% |
| All | +204.1% | -98.6% | +302.7% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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