+40.2%
AMC vs SHAK
-21.2%
+61.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.5% | +5.8% |
| 7D | +17.7% | +8.3% | +9.4% | +14.2% |
| 30D | +26.2% | +16.7% | +9.5% | +18.9% |
| 3M | +31.3% | +10.0% | +21.4% | +25.6% |
| 6M | +142.8% | -23.8% | +166.6% | +157.5% |
| YTD | +125.6% | -10.3% | +135.9% | +127.3% |
| 1Y | +40.2% | -22.9% | +63.1% | +58.4% |
| All | +40.2% | -21.2% | +61.5% | +58.4% |
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 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