+2,460.3%
SHEL vs AME
+18,709.1%
-16,248.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +6.8% | -6.7% | +13.5% | +9.3% |
| 3M | +8.1% | +4.1% | +4.0% | +6.1% |
| 6M | +14.4% | +1.6% | +12.8% | +12.6% |
| YTD | +30.0% | +16.1% | +13.8% | +21.8% |
| 1Y | +33.3% | +27.3% | +6.0% | +20.5% |
| 3Y | +66.4% | +50.9% | +15.6% | +39.5% |
| 5Y | +178.6% | +81.4% | +97.2% | +116.2% |
| 10Y | +198.4% | +417.0% | -218.5% | +64.5% |
| All | +2,460.3% | +18,709.1% | -16,248.8% | +534.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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