-64.3%
AMC vs SHAK
+1.3%
-65.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.6% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -1.2% | -5.2% | +4.1% | +0.3% |
| 3M | +42.2% | +27.3% | +15.0% | +32.8% |
| 6M | +118.8% | -27.9% | +146.7% | +134.5% |
| YTD | +64.1% | -17.0% | +81.1% | +69.7% |
| 1Y | -9.5% | -30.9% | +21.4% | -2.6% |
| 3Y | -64.3% | +3.4% | -67.7% | -66.7% |
| All | -64.3% | +1.3% | -65.6% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling