+3,291.5%
SHOP vs AMBA
-9.0%
+3,300.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -5.1% | -11.0% | +5.9% | -0.9% |
| 30D | +0.6% | -23.2% | +23.8% | +10.7% |
| 3M | +25.0% | -12.7% | +37.7% | +23.7% |
| 6M | +11.9% | +11.2% | +0.7% | -3.7% |
| YTD | -9.9% | -11.2% | +1.4% | -16.0% |
| 1Y | 0.0% | -22.5% | +22.5% | -3.4% |
| 3Y | +117.5% | -1.3% | +118.8% | +75.1% |
| 5Y | -6.6% | -54.2% | +47.5% | -5.2% |
| All | +3,291.5% | -9.0% | +3,300.6% | +2,165.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling