+268.9%
AMAT vs SHAK
-22.1%
+291.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +4.8% |
| 7D | +7.0% | -0.3% | +7.3% | +7.0% |
| 30D | -12.2% | -5.2% | -7.0% | -11.0% |
| 3M | -3.8% | +27.3% | -31.1% | -11.9% |
| 6M | +45.9% | -27.9% | +73.8% | +56.2% |
| YTD | +84.6% | -17.0% | +101.6% | +87.7% |
| 1Y | +193.4% | -30.9% | +224.3% | +214.8% |
| 3Y | +228.1% | +3.4% | +224.7% | +182.7% |
| 5Y | +268.9% | -20.5% | +289.4% | +226.4% |
| All | +268.9% | -22.1% | +291.0% | +226.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling