+206.5%
SHEL vs AMCR
+97.2%
+109.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.1% |
| 7D | +3.0% | -6.3% | +9.3% | +4.9% |
| 30D | +7.2% | -7.1% | +14.3% | +9.4% |
| 3M | +12.9% | +12.7% | +0.2% | +8.3% |
| 6M | +13.7% | +5.2% | +8.5% | +10.4% |
| YTD | +33.7% | +8.1% | +25.6% | +28.2% |
| 1Y | +37.9% | +11.7% | +26.1% | +30.5% |
| 3Y | +70.2% | +9.9% | +60.3% | +58.8% |
| 5Y | +192.3% | -8.7% | +201.0% | +187.5% |
| 10Y | +207.3% | +16.8% | +190.5% | +161.1% |
| All | +206.5% | +97.2% | +109.3% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling