+192.6%
SHEL vs AMBA
-9.0%
+201.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | +2.2% | -11.0% | +13.2% | +3.7% |
| 30D | +6.8% | -23.2% | +30.0% | +10.1% |
| 3M | +8.1% | -12.7% | +20.8% | +8.1% |
| 6M | +14.4% | +11.2% | +3.2% | +9.6% |
| YTD | +30.0% | -11.2% | +41.2% | +27.7% |
| 1Y | +33.3% | -22.5% | +55.9% | +32.1% |
| 3Y | +66.4% | -1.3% | +67.8% | +52.2% |
| 5Y | +178.6% | -54.2% | +232.7% | +164.7% |
| All | +192.6% | -9.0% | +201.7% | +116.6% |
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