+188.3%
AMAT vs SHAK
-35.2%
+223.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | 0.0% |
| 7D | +6.9% | -7.2% | +14.1% | +7.9% |
| 30D | -10.1% | -11.8% | +1.7% | -8.7% |
| 3M | -6.0% | +17.2% | -23.1% | -9.5% |
| 6M | +38.6% | -34.1% | +72.8% | +49.9% |
| YTD | +83.1% | -22.4% | +105.5% | +91.3% |
| 1Y | +188.3% | -35.9% | +224.3% | +220.7% |
| All | +188.3% | -35.2% | +223.6% | +220.7% |
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