+31.8%
SHEL vs AMT
+12.4%
+19.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.7% |
| 7D | -6.7% | +1.6% | -8.3% | -6.9% |
| 30D | -2.9% | +4.5% | -7.4% | -3.5% |
| 3M | +9.1% | +13.8% | -4.7% | +7.2% |
| 6M | +17.9% | +10.0% | +7.9% | +16.0% |
| YTD | +36.0% | +11.8% | +24.3% | +31.0% |
| 1Y | +31.8% | +10.2% | +21.5% | +27.1% |
| All | +31.8% | +12.4% | +19.4% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling