+314.8%
SHEL vs AMP
+2,089.3%
-1,774.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +7.2% | -1.0% | +8.2% | +7.5% |
| 3M | +12.9% | +23.2% | -10.4% | +3.7% |
| 6M | +13.7% | +20.4% | -6.7% | +4.9% |
| YTD | +33.7% | +13.6% | +20.0% | +25.5% |
| 1Y | +37.9% | +13.4% | +24.5% | +29.2% |
| 3Y | +70.2% | +66.5% | +3.7% | +34.1% |
| 5Y | +192.3% | +120.2% | +72.1% | +101.8% |
| 10Y | +207.3% | +576.5% | -369.2% | +31.5% |
| All | +314.8% | +2,089.3% | -1,774.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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