+54.9%
SHEL vs AMDL
+95.0%
-40.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | +0.4% |
| 7D | +2.2% | +4.5% | -2.3% | +2.1% |
| 30D | +6.8% | -4.4% | +11.2% | +6.9% |
| 3M | +8.1% | -30.5% | +38.6% | +8.3% |
| 6M | +14.4% | +300.9% | -286.5% | +4.5% |
| YTD | +30.0% | +219.9% | -190.0% | +18.9% |
| 1Y | +33.3% | +374.7% | -341.4% | +17.4% |
| All | +54.9% | +95.0% | -40.1% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling