+66.8%
SHEL vs AMBA
+26.5%
+40.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.5% |
| 7D | -3.9% | +2.6% | -6.5% | -4.0% |
| 30D | -3.7% | -3.6% | -0.1% | -3.6% |
| 3M | +9.1% | -24.6% | +33.7% | +10.2% |
| 6M | +16.7% | -21.6% | +38.3% | +16.7% |
| YTD | +36.8% | -11.8% | +48.6% | +35.4% |
| 1Y | +31.8% | -33.2% | +65.0% | +32.9% |
| All | +66.8% | +26.5% | +40.3% | +52.0% |
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