-4.9%
SHOP vs AMBA
-25.6%
+20.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.1% | +7.4% |
| 7D | -9.0% | -8.1% | -1.0% | -8.6% |
| 30D | -4.4% | -10.8% | +6.3% | -3.9% |
| 3M | +24.1% | -25.9% | +50.0% | +26.1% |
| 6M | +20.0% | -13.9% | +33.8% | +16.0% |
| YTD | -4.9% | -14.0% | +9.1% | -10.2% |
| 1Y | -4.9% | -25.7% | +20.8% | -8.0% |
| All | -4.9% | -25.6% | +20.7% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling