+137.9%
SHOP vs AMBA
+10.0%
+127.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.4% | +3.4% | -3.7% |
| 7D | -13.9% | -14.6% | +0.7% | -10.4% |
| 30D | -12.6% | -18.8% | +6.2% | -8.1% |
| 3M | -0.3% | -32.6% | +32.3% | +9.1% |
| 6M | +33.6% | -25.8% | +59.4% | +33.7% |
| YTD | -10.7% | -22.1% | +11.4% | -14.1% |
| 1Y | -11.8% | -36.2% | +24.5% | -9.6% |
| All | +137.9% | +10.0% | +127.9% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling