+173.9%
SHEL vs AMC
-97.7%
+271.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.1% |
| 7D | -8.8% | +2.6% | -11.4% | -8.9% |
| 30D | +2.3% | +9.0% | -6.7% | +2.1% |
| 3M | +11.6% | +22.2% | -10.6% | +10.9% |
| 6M | +15.7% | +91.5% | -75.8% | +13.2% |
| YTD | +38.6% | +101.3% | -62.7% | +35.0% |
| 1Y | +38.5% | +20.8% | +17.7% | +36.6% |
| 3Y | +66.9% | -71.3% | +138.2% | +68.0% |
| 5Y | +160.6% | -99.2% | +259.8% | +178.3% |
| 10Y | +214.1% | -98.7% | +312.8% | +189.1% |
| All | +173.9% | -97.7% | +271.6% | +110.3% |
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