+528.6%
SHEL vs AMT
+1,311.4%
-782.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.8% |
| 7D | +2.2% | -0.2% | +2.5% | +2.3% |
| 30D | +6.8% | +4.6% | +2.2% | +6.2% |
| 3M | +8.1% | -8.4% | +16.6% | +9.3% |
| 6M | +14.4% | -6.0% | +20.4% | +15.1% |
| YTD | +30.0% | +2.1% | +27.8% | +29.2% |
| 1Y | +33.3% | -6.4% | +39.7% | +33.9% |
| 3Y | +66.4% | +8.1% | +58.4% | +62.4% |
| 5Y | +178.6% | -31.9% | +210.5% | +187.0% |
| 10Y | +198.4% | +97.1% | +101.3% | +166.0% |
| All | +528.6% | +1,311.4% | -782.7% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling