+160.4%
SHEL vs AMBA
-70.4%
+230.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.2% | -1.4% |
| 7D | -8.8% | -7.2% | -1.6% | -8.4% |
| 30D | +2.3% | -10.4% | +12.7% | +2.9% |
| 3M | +11.6% | -30.1% | +41.7% | +14.0% |
| 6M | +15.7% | -22.4% | +38.1% | +15.9% |
| YTD | +38.6% | -17.3% | +55.9% | +37.4% |
| 1Y | +38.5% | -35.4% | +73.9% | +39.9% |
| 3Y | +66.9% | +18.6% | +48.3% | +54.0% |
| All | +160.4% | -70.4% | +230.8% | +152.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling