+61.4%
AMAT vs SHAK
-21.2%
+82.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -3.7% |
| 7D | -11.2% | +8.3% | -19.5% | -12.1% |
| 30D | -31.9% | +16.7% | -48.6% | -33.2% |
| 3M | -32.3% | +10.0% | -42.3% | -33.4% |
| 6M | -5.4% | -23.8% | +18.4% | +0.8% |
| YTD | +44.3% | -10.3% | +54.5% | +48.9% |
| 1Y | +61.4% | -22.9% | +84.3% | +79.1% |
| All | +61.4% | -21.2% | +82.6% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling