+188.9%
AMAT vs SHAK
-34.0%
+223.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -14.8% | -6.6% | -8.2% | -14.0% |
| 3M | -9.3% | +30.1% | -39.3% | -13.8% |
| 6M | +27.4% | -28.7% | +56.1% | +36.5% |
| YTD | +77.6% | -14.5% | +92.1% | +83.3% |
| 1Y | +188.9% | -31.9% | +220.8% | +221.1% |
| All | +188.9% | -34.0% | +223.0% | +221.1% |
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