+156.9%
SHEL vs AMC
-98.1%
+255.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | +0.6% |
| 7D | +2.2% | +2.3% | -0.1% | +2.2% |
| 30D | +6.8% | -0.7% | +7.6% | +6.8% |
| 3M | +8.1% | +35.2% | -27.1% | +6.9% |
| 6M | +14.4% | +124.6% | -110.2% | +11.4% |
| YTD | +30.0% | +69.9% | -39.9% | +27.3% |
| 1Y | +33.3% | -2.6% | +35.9% | +32.3% |
| 3Y | +66.4% | -79.8% | +146.2% | +68.5% |
| 5Y | +178.6% | -99.4% | +278.0% | +199.1% |
| 10Y | +198.4% | -98.9% | +297.3% | +174.2% |
| All | +156.9% | -98.1% | +255.0% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling