+210.0%
SHEL vs AMCR
+14.6%
+195.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | +4.1% | -6.3% | +10.4% | +6.6% |
| 30D | +8.4% | -7.8% | +16.2% | +11.6% |
| 3M | +13.7% | +7.5% | +6.2% | +9.6% |
| 6M | +12.7% | +2.7% | +10.0% | +9.3% |
| YTD | +35.3% | +6.0% | +29.3% | +28.6% |
| 1Y | +39.4% | +7.8% | +31.6% | +31.1% |
| 3Y | +71.5% | +5.8% | +65.7% | +57.5% |
| 5Y | +195.0% | -11.6% | +206.6% | +190.1% |
| All | +210.0% | +14.6% | +195.4% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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