+220.3%
SHEL vs AMT
+136.5%
+83.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.1% |
| 7D | +0.8% | +1.5% | -0.7% | +0.5% |
| 30D | -3.6% | +6.8% | -10.4% | -5.0% |
| 3M | +12.0% | +11.2% | +0.8% | +9.3% |
| 6M | +19.7% | +12.5% | +7.2% | +16.2% |
| YTD | +39.6% | +12.5% | +27.1% | +35.1% |
| 1Y | +36.4% | +10.1% | +26.3% | +32.6% |
| 3Y | +70.2% | +16.0% | +54.2% | +60.0% |
| 5Y | +169.2% | -17.2% | +186.4% | +172.4% |
| All | +220.3% | +136.5% | +83.9% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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