+34.0%
SHEL vs AMDL
+127.5%
-93.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.8% | -27.0% | -0.2% |
| 7D | -5.8% | +10.3% | -16.0% | -5.7% |
| 30D | -1.3% | -38.3% | +37.0% | -1.3% |
| 3M | +12.7% | -8.7% | +21.4% | +12.4% |
| 6M | +19.9% | -14.4% | +34.2% | +19.2% |
| YTD | +38.3% | +206.9% | -168.7% | +30.0% |
| All | +34.0% | +127.5% | -93.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling