-98.4%
AMC vs SHAK
+59.7%
-158.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.5% |
| 7D | -2.8% | +3.0% | -5.9% | -4.2% |
| 30D | +14.0% | +8.2% | +5.8% | +9.0% |
| 3M | +42.5% | +4.6% | +37.9% | +37.9% |
| 6M | +142.6% | +16.3% | +126.2% | +116.3% |
| YTD | +119.2% | -7.6% | +126.8% | +114.1% |
| 1Y | +40.7% | -18.7% | +59.5% | +47.9% |
| 3Y | -57.3% | +36.4% | -93.7% | -73.9% |
| 5Y | -99.1% | -10.5% | -88.6% | -99.3% |
| 10Y | -98.7% | +99.0% | -197.7% | -99.0% |
| All | -98.4% | +59.7% | -158.0% | -98.8% |
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