+1,767.2%
AMAT vs SHAK
+64.1%
+1,703.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.3% | +4.1% | +9.4% |
| 7D | -1.1% | +6.5% | -7.5% | -2.5% |
| 30D | -26.9% | +15.3% | -42.2% | -29.6% |
| 3M | -31.2% | +8.5% | -39.7% | -33.0% |
| 6M | -14.7% | +10.0% | -24.7% | -18.6% |
| YTD | +44.7% | -5.0% | +49.7% | +41.3% |
| 1Y | +62.0% | -15.3% | +77.3% | +62.6% |
| 3Y | +165.0% | +40.7% | +124.3% | +120.6% |
| 5Y | +147.1% | -7.9% | +155.1% | +120.6% |
| 10Y | +1,315.3% | +132.0% | +1,183.3% | +858.5% |
| All | +1,767.2% | +64.1% | +1,703.0% | +1,145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling