+65.1%
SHEL vs AMDL
+47.6%
+17.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +22.3% | -23.3% | -1.6% |
| 7D | -8.8% | -26.2% | +17.4% | -8.3% |
| 30D | +2.3% | -57.1% | +59.4% | +4.2% |
| 3M | +11.6% | -29.8% | +41.4% | +11.6% |
| 6M | +15.7% | -22.2% | +37.9% | +13.6% |
| YTD | +38.6% | +142.1% | -103.6% | +26.6% |
| 1Y | +38.5% | +85.8% | -47.4% | +27.8% |
| All | +65.1% | +47.6% | +17.5% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling