-99.0%
AMC vs SHAK
+81.5%
-180.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -2.6% |
| 7D | -7.1% | -11.0% | +3.9% | +0.8% |
| 30D | -1.7% | -14.0% | +12.4% | +9.1% |
| 3M | +13.5% | +13.3% | +0.2% | +2.6% |
| 6M | +112.6% | -35.3% | +147.9% | +169.7% |
| YTD | +51.3% | -24.0% | +75.3% | +67.9% |
| 1Y | -14.5% | -36.7% | +22.2% | +6.3% |
| 3Y | -67.1% | -5.4% | -61.8% | -77.7% |
| 5Y | -99.5% | -24.9% | -74.6% | -99.6% |
| All | -99.0% | +81.5% | -180.5% | -99.3% |
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