+3,608.8%
SHOP vs AMBA
-0.9%
+3,609.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.5% | +1.3% |
| 7D | -5.4% | -7.2% | +1.8% | -2.9% |
| 30D | -10.3% | -10.4% | +0.1% | -6.9% |
| 3M | +1.0% | -30.1% | +31.1% | +13.6% |
| 6M | +41.2% | -22.4% | +63.7% | +40.1% |
| YTD | -7.5% | -17.3% | +9.9% | -12.7% |
| 1Y | -4.6% | -35.4% | +30.8% | -1.4% |
| 3Y | +146.4% | +18.6% | +127.8% | +79.0% |
| 5Y | -2.5% | -69.8% | +67.3% | +12.3% |
| All | +3,608.8% | -0.9% | +3,609.7% | +2,291.8% |
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