+204.1%
SHEL vs AMBA
+12.8%
+191.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -0.8% |
| 7D | -5.8% | 0.0% | -5.7% | -5.9% |
| 30D | -1.3% | -8.6% | +7.3% | -0.4% |
| 3M | +12.7% | -29.0% | +41.7% | +16.8% |
| 6M | +19.9% | -19.2% | +39.1% | +19.7% |
| YTD | +38.3% | -13.0% | +51.2% | +35.6% |
| 1Y | +35.7% | -31.3% | +66.9% | +36.7% |
| 3Y | +71.7% | +28.1% | +43.6% | +50.3% |
| 5Y | +158.4% | -69.4% | +227.9% | +166.3% |
| 10Y | +204.1% | +7.6% | +196.4% | +117.4% |
| All | +204.1% | +12.8% | +191.2% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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