-0.5%
SHOP vs AMBA
-69.1%
+68.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.7% |
| 7D | +2.8% | -2.7% | +5.5% | +3.8% |
| 30D | -14.2% | -10.5% | -3.7% | -10.6% |
| 3M | -5.5% | -26.4% | +20.9% | +5.3% |
| 6M | +32.8% | -20.9% | +53.7% | +29.8% |
| YTD | -8.9% | -14.8% | +5.9% | -16.8% |
| 1Y | -7.7% | -36.1% | +28.4% | -4.0% |
| 3Y | +139.0% | +20.2% | +118.8% | +53.6% |
| 5Y | -0.5% | -67.2% | +66.7% | +3.2% |
| All | -0.5% | -69.1% | +68.6% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling