+41.0%
SHEL vs AMRZ
-17.3%
+58.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +2.3% |
| 7D | +1.9% | -2.0% | +3.9% | +1.8% |
| 30D | +8.7% | -9.8% | +18.5% | +8.1% |
| 3M | +11.0% | -17.2% | +28.2% | +9.9% |
| 6M | +14.6% | -26.9% | +41.5% | +13.8% |
| YTD | +33.3% | -21.5% | +54.7% | +31.4% |
| 1Y | +37.9% | -22.9% | +60.8% | +36.7% |
| All | +41.0% | -17.3% | +58.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMRZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling