+3,663.5%
SHOP vs AMBA
+7.9%
+3,655.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +0.5% |
| 7D | -2.5% | +2.6% | -5.0% | -3.4% |
| 30D | -16.7% | -3.6% | -13.1% | -15.7% |
| 3M | -2.2% | -24.6% | +22.4% | +7.1% |
| 6M | +45.6% | -21.6% | +67.2% | +44.6% |
| YTD | -7.3% | -11.8% | +4.5% | -14.7% |
| 1Y | -6.1% | -33.2% | +27.1% | -4.0% |
| 3Y | +143.3% | +24.5% | +118.9% | +73.6% |
| 5Y | +0.2% | -67.7% | +67.8% | +12.7% |
| 10Y | +3,663.5% | +4.7% | +3,658.7% | +2,283.3% |
| All | +3,663.5% | +7.9% | +3,655.6% | +2,283.3% |
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