+191.0%
SHEL vs AMBA
+772.6%
-581.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.2% | -1.7% |
| 7D | -8.8% | -7.2% | -1.6% | -8.2% |
| 30D | +2.3% | -10.4% | +12.7% | +3.3% |
| 3M | +11.6% | -30.1% | +41.7% | +15.3% |
| 6M | +15.7% | -22.4% | +38.1% | +16.1% |
| YTD | +38.6% | -17.3% | +55.9% | +37.1% |
| 1Y | +38.5% | -35.4% | +73.9% | +40.4% |
| 3Y | +66.9% | +18.6% | +48.3% | +51.0% |
| 5Y | +160.6% | -69.8% | +230.4% | +165.1% |
| 10Y | +214.1% | +1.1% | +213.0% | +155.1% |
| All | +191.0% | +772.6% | -581.5% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling