-98.8%
AMC vs SHAK
+97.6%
-196.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -4.9% |
| 7D | +3.5% | +4.3% | -0.8% | +0.4% |
| 30D | +12.5% | +9.0% | +3.4% | +5.8% |
| 3M | +23.6% | +1.8% | +21.8% | +20.6% |
| 6M | +144.4% | +17.3% | +127.0% | +110.8% |
| YTD | +108.3% | -7.6% | +116.0% | +99.8% |
| 1Y | +38.9% | -16.9% | +55.8% | +42.9% |
| 3Y | -58.9% | +35.1% | -93.9% | -79.0% |
| 5Y | -99.2% | -11.3% | -87.9% | -99.4% |
| All | -98.8% | +97.6% | -196.4% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling