-5.6%
SHOP vs AMBA
-54.5%
+48.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -5.1% | -11.0% | +5.9% | -0.5% |
| 30D | +0.6% | -23.2% | +23.8% | +11.8% |
| 3M | +25.0% | -12.7% | +37.7% | +23.1% |
| 6M | +11.9% | +11.2% | +0.7% | -6.9% |
| YTD | -9.9% | -11.2% | +1.4% | -17.7% |
| 1Y | 0.0% | -22.5% | +22.5% | -5.0% |
| 3Y | +117.5% | -1.3% | +118.8% | +62.2% |
| All | -5.6% | -54.5% | +48.9% | -10.1% |
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