+43.1%
SHEL vs AMRZ
-20.1%
+63.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.9% |
| 7D | +4.1% | -7.5% | +11.6% | +3.7% |
| 30D | +8.4% | -12.4% | +20.8% | +7.7% |
| 3M | +13.7% | -22.4% | +36.1% | +12.4% |
| 6M | +12.7% | -29.5% | +42.2% | +11.8% |
| YTD | +35.3% | -24.1% | +59.5% | +33.2% |
| 1Y | +39.4% | -26.3% | +65.6% | +38.0% |
| All | +43.1% | -20.1% | +63.2% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling