+210.7%
SHEL vs AMBA
+7.9%
+202.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.2% |
| 7D | -3.9% | +2.6% | -6.5% | -4.3% |
| 30D | -3.7% | -3.6% | -0.1% | -3.4% |
| 3M | +9.1% | -24.6% | +33.7% | +12.2% |
| 6M | +16.7% | -21.6% | +38.3% | +17.1% |
| YTD | +36.8% | -11.8% | +48.6% | +34.0% |
| 1Y | +31.8% | -33.2% | +65.0% | +33.4% |
| 3Y | +67.9% | +24.5% | +43.4% | +47.6% |
| 5Y | +163.3% | -67.7% | +231.0% | +168.9% |
| 10Y | +210.7% | +4.7% | +205.9% | +121.7% |
| All | +210.7% | +7.9% | +202.8% | +121.7% |
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