-98.3%
AMC vs SHAK
+61.5%
-159.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.7% |
| 7D | +5.5% | +8.2% | -2.7% | +1.1% |
| 30D | +16.1% | +13.5% | +2.7% | +7.9% |
| 3M | +43.0% | +6.2% | +36.7% | +37.0% |
| 6M | +130.7% | +8.2% | +122.5% | +114.7% |
| YTD | +121.8% | -6.5% | +128.3% | +115.1% |
| 1Y | +40.7% | -19.2% | +59.8% | +48.3% |
| 3Y | -56.8% | +37.9% | -94.7% | -73.8% |
| 5Y | -99.1% | -9.5% | -89.6% | -99.3% |
| 10Y | -98.7% | +106.2% | -204.9% | -99.0% |
| All | -98.3% | +61.5% | -159.8% | -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