+8,434.7%
SHOP vs AMBA
-25.0%
+8,459.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | -5.1% | -11.0% | +5.9% | -1.4% |
| 30D | +0.6% | -23.2% | +23.8% | +9.6% |
| 3M | +25.0% | -12.7% | +37.7% | +24.0% |
| 6M | +11.9% | +11.2% | +0.7% | -1.8% |
| YTD | -9.9% | -11.2% | +1.4% | -15.0% |
| 1Y | 0.0% | -22.5% | +22.5% | -2.6% |
| 3Y | +117.5% | -1.3% | +118.8% | +81.7% |
| 5Y | -6.6% | -54.2% | +47.5% | -4.4% |
| 10Y | +3,320.3% | -6.1% | +3,326.4% | +2,448.8% |
| All | +8,434.7% | -25.0% | +8,459.7% | +11,180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling