+197.5%
SHEL vs AMT
+125.6%
+72.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.8% |
| 7D | -6.7% | +1.6% | -8.3% | -7.0% |
| 30D | -2.9% | +4.5% | -7.4% | -3.8% |
| 3M | +9.1% | +13.8% | -4.7% | +5.9% |
| 6M | +17.9% | +10.0% | +7.9% | +15.0% |
| YTD | +36.0% | +11.8% | +24.3% | +31.8% |
| 1Y | +31.8% | +10.2% | +21.5% | +28.0% |
| 3Y | +66.9% | +15.1% | +51.7% | +57.1% |
| 5Y | +160.6% | -18.8% | +179.4% | +165.2% |
| 10Y | +197.5% | +133.7% | +63.8% | +151.1% |
| All | +197.5% | +125.6% | +72.0% | +151.1% |
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