+15.7%
SHEL vs AMBA
-23.1%
+38.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.2% | -1.0% |
| 7D | -8.8% | -7.2% | -1.6% | -8.9% |
| 30D | +2.3% | -10.4% | +12.7% | +2.2% |
| 3M | +11.6% | -30.1% | +41.7% | +11.1% |
| 6M | +15.7% | -22.4% | +38.1% | +14.5% |
| All | +15.7% | -23.1% | +38.7% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling