+66.9%
SHEL vs AMBA
+16.7%
+50.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.2% | -1.3% |
| 7D | -8.8% | -7.2% | -1.6% | -8.6% |
| 30D | +2.3% | -10.4% | +12.7% | +2.7% |
| 3M | +11.6% | -30.1% | +41.7% | +13.0% |
| 6M | +15.7% | -22.4% | +38.1% | +15.6% |
| YTD | +38.6% | -17.3% | +55.9% | +37.5% |
| 1Y | +38.5% | -35.4% | +73.9% | +39.6% |
| 3Y | +66.9% | +18.6% | +48.3% | +51.3% |
| All | +66.9% | +16.7% | +50.1% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling