+147.1%
AMAT vs SHAK
-7.9%
+155.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.3% | +4.1% | +9.2% |
| 7D | -1.1% | +6.5% | -7.5% | -2.7% |
| 30D | -26.9% | +15.3% | -42.2% | -30.0% |
| 3M | -31.2% | +8.5% | -39.7% | -33.2% |
| 6M | -14.7% | +10.0% | -24.7% | -19.0% |
| YTD | +44.7% | -5.0% | +49.7% | +40.8% |
| 1Y | +62.0% | -15.3% | +77.3% | +63.1% |
| 3Y | +165.0% | +40.7% | +124.3% | +102.5% |
| 5Y | +147.1% | -7.9% | +155.1% | +97.5% |
| All | +147.1% | -7.9% | +155.0% | +97.5% |
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